Full Code of QuantConnect/Lean for AI

gitextract_wxqhg1rd/

├── .devcontainer/
│   ├── Dockerfile
│   └── devcontainer.json
├── .dockerignore
├── .editorconfig
├── .gitattributes
├── .github/
│   ├── ISSUE_TEMPLATE/
│   │   ├── bug_report.md
│   │   ├── config.yml
│   │   └── feature_request.md
│   ├── funding.yml
│   ├── pull_request_template.md
│   └── workflows/
│       ├── api-tests.yml
│       ├── benchmarks.yml
│       ├── gh-actions.yml
│       ├── rebase-org-branches.yml
│       ├── regression-tests.yml
│       ├── report-generator.yml
│       ├── research-regression-tests.yml
│       ├── syntax-tests.yml
│       └── virtual-environments.yml
├── .gitignore
├── .nuget/
│   └── NuGet.config
├── .travis.yml
├── .vscode/
│   ├── extensions.json
│   ├── launch.json
│   ├── readme.md
│   ├── settings.json
│   └── tasks.json
├── Algorithm/
│   ├── Alphas/
│   │   ├── AlphaModel.cs
│   │   ├── AlphaModelExtensions.cs
│   │   ├── AlphaModelPythonWrapper.cs
│   │   ├── CompositeAlphaModel.cs
│   │   ├── IAlphaModel.cs
│   │   ├── INamedModel.cs
│   │   ├── NullAlphaModel.cs
│   │   └── NullAlphaModel.py
│   ├── CandlestickPatterns.cs
│   ├── ConstituentUniverseDefinitions.cs
│   ├── DollarVolumeUniverseDefinitions.cs
│   ├── Execution/
│   │   ├── ExecutionModel.cs
│   │   ├── ExecutionModelPythonWrapper.cs
│   │   ├── IExecutionModel.cs
│   │   ├── ImmediateExecutionModel.cs
│   │   ├── ImmediateExecutionModel.py
│   │   ├── NullExecutionModel.cs
│   │   └── NullExecutionModel.py
│   ├── INotifiedSecurityChanges.cs
│   ├── Portfolio/
│   │   ├── IPortfolioConstructionModel.cs
│   │   ├── IPortfolioOptimizer.cs
│   │   ├── NullPortfolioConstructionModel.cs
│   │   ├── NullPortfolioConstructionModel.py
│   │   ├── PortfolioBias.cs
│   │   ├── PortfolioConstructionModel.cs
│   │   └── PortfolioConstructionModelPythonWrapper.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QCAlgorithm.Framework.Python.cs
│   ├── QCAlgorithm.Framework.cs
│   ├── QCAlgorithm.History.cs
│   ├── QCAlgorithm.Indicators.cs
│   ├── QCAlgorithm.Plotting.cs
│   ├── QCAlgorithm.Python.cs
│   ├── QCAlgorithm.Trading.cs
│   ├── QCAlgorithm.Universe.cs
│   ├── QCAlgorithm.cs
│   ├── QuantConnect.Algorithm.csproj
│   ├── Risk/
│   │   ├── CompositeRiskManagementModel.cs
│   │   ├── CompositeRiskManagementModel.py
│   │   ├── IRiskManagementModel.cs
│   │   ├── NullRiskManagementModel.cs
│   │   ├── NullRiskManagementModel.py
│   │   ├── RiskManagementModel.cs
│   │   └── RiskManagementModelPythonWrapper.cs
│   ├── Selection/
│   │   ├── CompositeUniverseSelectionModel.cs
│   │   ├── CustomUniverse.cs
│   │   ├── CustomUniverseSelectionModel.cs
│   │   ├── IUniverseSelectionModel.cs
│   │   ├── ManualUniverse.cs
│   │   ├── ManualUniverseSelectionModel.cs
│   │   ├── ManualUniverseSelectionModel.py
│   │   ├── NullUniverseSelectionModel.cs
│   │   ├── OptionChainedUniverseSelectionModel.cs
│   │   ├── OptionContractUniverse.cs
│   │   ├── UniverseSelectionModel.cs
│   │   ├── UniverseSelectionModel.py
│   │   └── UniverseSelectionModelPythonWrapper.cs
│   └── UniverseDefinitions.cs
├── Algorithm.CSharp/
│   ├── AccordVectorMachinesAlgorithm.cs
│   ├── AccumulativeInsightPortfolioRegressionAlgorithm.cs
│   ├── AddAlphaModelAlgorithm.cs
│   ├── AddAndRemoveOptionContractRegressionAlgorithm.cs
│   ├── AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
│   ├── AddBetaIndicatorNewAssetsRegressionAlgorithm.cs
│   ├── AddBetaIndicatorRegressionAlgorithm.cs
│   ├── AddFutureContractWithContinuousRegressionAlgorithm.cs
│   ├── AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
│   ├── AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
│   ├── AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs
│   ├── AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
│   ├── AddFutureUniverseSelectionModelRegressionAlgorithm.cs
│   ├── AddOptionContractExpiresRegressionAlgorithm.cs
│   ├── AddOptionContractFromUniverseRegressionAlgorithm.cs
│   ├── AddOptionContractTwiceRegressionAlgorithm.cs
│   ├── AddOptionUniverseSelectionModelRegressionAlgorithm.cs
│   ├── AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
│   ├── AddRemoveOptionUniverseRegressionAlgorithm.cs
│   ├── AddRemoveSecurityCacheRegressionAlgorithm.cs
│   ├── AddRemoveSecurityRegressionAlgorithm.cs
│   ├── AddRiskManagementAlgorithm.cs
│   ├── AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
│   ├── AddUniverseSelectionModelAlgorithm.cs
│   ├── AddUniverseSelectionModelCoarseAlgorithm.cs
│   ├── AdjustedVolumeRegressionAlgorithm.cs
│   ├── AlgorithmModeAndDeploymentTargetAlgorithm.cs
│   ├── AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
│   ├── Alphas/
│   │   ├── GasAndCrudeOilEnergyCorrelationAlpha.cs
│   │   ├── GlobalEquityMeanReversionIBSAlpha.cs
│   │   ├── GreenblattMagicFormulaAlpha.cs
│   │   ├── IntradayReversalCurrencyMarketsAlpha.cs
│   │   ├── MeanReversionLunchBreakAlpha.cs
│   │   ├── RebalancingLeveragedETFAlpha.cs
│   │   ├── ShareClassMeanReversionAlpha.cs
│   │   ├── SykesShortMicroCapAlpha.cs
│   │   ├── TriangleExchangeRateArbitrageAlpha.cs
│   │   ├── TripleLeveragedETFPairVolatilityDecayAlpha.cs
│   │   └── VixDualThrustAlpha.cs
│   ├── AsynchronousUniverseRegressionAlgorithm.cs
│   ├── AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
│   ├── AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
│   ├── AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
│   ├── AutomaticIndicatorWarmupRegressionAlgorithm.cs
│   ├── AutomaticSeedBaseRegressionAlgorithm.cs
│   ├── AuxiliaryDataHandlersRegressionAlgorithm.cs
│   ├── BacktestingAsynchronousOrdersRegressionAlgorithm.cs
│   ├── BacktestingBrokerageRegressionAlgorithm.cs
│   ├── BaseFrameworkRegressionAlgorithm.cs
│   ├── BasicPythonIntegrationTemplateAlgorithm.cs
│   ├── BasicSetAccountCurrencyAlgorithm.cs
│   ├── BasicSetAccountCurrencyWithAmountAlgorithm.cs
│   ├── BasicTemplateAlgorithm.cs
│   ├── BasicTemplateAxosAlgorithm.cs
│   ├── BasicTemplateCfdAlgorithm.cs
│   ├── BasicTemplateContinuousFutureAlgorithm.cs
│   ├── BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
│   ├── BasicTemplateCryptoAlgorithm.cs
│   ├── BasicTemplateCryptoFrameworkAlgorithm.cs
│   ├── BasicTemplateCryptoFutureAlgorithm.cs
│   ├── BasicTemplateCryptoFutureHourlyAlgorithm.cs
│   ├── BasicTemplateDailyAlgorithm.cs
│   ├── BasicTemplateEurexFuturesAlgorithm.cs
│   ├── BasicTemplateFillForwardAlgorithm.cs
│   ├── BasicTemplateForexAlgorithm.cs
│   ├── BasicTemplateFrameworkAlgorithm.cs
│   ├── BasicTemplateFutureOptionAlgorithm.cs
│   ├── BasicTemplateFutureRolloverAlgorithm.cs
│   ├── BasicTemplateFuturesAlgorithm.cs
│   ├── BasicTemplateFuturesConsolidationAlgorithm.cs
│   ├── BasicTemplateFuturesDailyAlgorithm.cs
│   ├── BasicTemplateFuturesFrameworkAlgorithm.cs
│   ├── BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
│   ├── BasicTemplateFuturesHistoryAlgorithm.cs
│   ├── BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
│   ├── BasicTemplateFuturesHourlyAlgorithm.cs
│   ├── BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
│   ├── BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
│   ├── BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
│   ├── BasicTemplateHourlyAlgorithm.cs
│   ├── BasicTemplateIndexAlgorithm.cs
│   ├── BasicTemplateIndexDailyAlgorithm.cs
│   ├── BasicTemplateIndexHourlyAlgorithm.cs
│   ├── BasicTemplateIndexOptionsAlgorithm.cs
│   ├── BasicTemplateIndexOptionsDailyAlgorithm.cs
│   ├── BasicTemplateIndexOptionsHourlyAlgorithm.cs
│   ├── BasicTemplateIndiaAlgorithm.cs
│   ├── BasicTemplateIndiaIndexAlgorithm.cs
│   ├── BasicTemplateIntrinioEconomicData.cs
│   ├── BasicTemplateLibrary.cs
│   ├── BasicTemplateMultiAssetAlgorithm.cs
│   ├── BasicTemplateOptionEquityStrategyAlgorithm.cs
│   ├── BasicTemplateOptionStrategyAlgorithm.cs
│   ├── BasicTemplateOptionTradesAlgorithm.cs
│   ├── BasicTemplateOptionsAlgorithm.cs
│   ├── BasicTemplateOptionsConsolidationAlgorithm.cs
│   ├── BasicTemplateOptionsDailyAlgorithm.cs
│   ├── BasicTemplateOptionsFilterUniverseAlgorithm.cs
│   ├── BasicTemplateOptionsFrameworkAlgorithm.cs
│   ├── BasicTemplateOptionsHistoryAlgorithm.cs
│   ├── BasicTemplateOptionsHourlyAlgorithm.cs
│   ├── BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
│   ├── BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
│   ├── BasicTemplateTradableIndexAlgorithm.cs
│   ├── Benchmarks/
│   │   ├── BasicTemplateBenchmark.cs
│   │   ├── CoarseFineUniverseSelectionBenchmark.cs
│   │   ├── EmptyEquityAndOptions400Benchmark.cs
│   │   ├── EmptyMinute400EquityAlgorithm.xlsx
│   │   ├── EmptyMinute400EquityBenchmark.cs
│   │   ├── EmptySPXOptionChainBenchmark.cs
│   │   ├── EmptySingleSecuritySecondEquityBenchmark.cs
│   │   ├── HistoryRequestBenchmark.cs
│   │   ├── IndicatorRibbonBenchmark.cs
│   │   ├── ScheduledEventsBenchmark.cs
│   │   ├── StatefulCoarseUniverseSelectionBenchmark.cs
│   │   └── StatelessCoarseUniverseSelectionBenchmark.cs
│   ├── BinanceCashAccountFeeRegressionAlgorithm.cs
│   ├── BinanceMarginAccountFeeRegressionAlgorithm.cs
│   ├── BitfinexCashAccountFeeRegressionAlgorithm.cs
│   ├── BitfinexMarginAccountFeeRegressionAlgorithm.cs
│   ├── BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
│   ├── BrokerageActivityEventHandlingAlgorithm.cs
│   ├── BrokerageModelAlgorithm.cs
│   ├── BubbleAlgorithm.cs
│   ├── BybitCryptoFuturesRegressionAlgorithm.cs
│   ├── BybitCryptoRegressionAlgorithm.cs
│   ├── BybitCustomDataCryptoRegressionAlgorithm.cs
│   ├── CallbackCommandRegressionAlgorithm.cs
│   ├── CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
│   ├── CancelOpenOrdersRegressionAlgorithm.cs
│   ├── CapacityTests/
│   │   ├── BeastVsPenny.cs
│   │   ├── CheeseMilkHourlyRebalance.cs
│   │   ├── EmaPortfolioRebalance100.cs
│   │   ├── IntradayMinuteScalping.cs
│   │   ├── IntradayMinuteScalpingBTCETH.cs
│   │   ├── IntradayMinuteScalpingEURUSD.cs
│   │   ├── IntradayMinuteScalpingFuturesES.cs
│   │   ├── IntradayMinuteScalpingGBPJPY.cs
│   │   ├── IntradayMinuteScalpingTRYJPY.cs
│   │   ├── MonthlyRebalanceDaily.cs
│   │   ├── MonthlyRebalanceHourly.cs
│   │   ├── SplitTestingStrategy.cs
│   │   └── SpyBondPortfolioRebalance.cs
│   ├── CapmAlphaRankingFrameworkAlgorithm.cs
│   ├── CfdTimeZonesRegressionAlgorithm.cs
│   ├── ClassicRangeConsolidatorAlgorithm.cs
│   ├── ClassicRangeConsolidatorWithTickAlgorithm.cs
│   ├── ClassicRenkoConsolidatorAlgorithm.cs
│   ├── ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs
│   ├── ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs
│   ├── ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs
│   ├── CoarseFineAsyncUniverseRegressionAlgorithm.cs
│   ├── CoarseFineFundamentalComboAlgorithm.cs
│   ├── CoarseFineFundamentalRegressionAlgorithm.cs
│   ├── CoarseFineOptionUniverseChainRegressionAlgorithm.cs
│   ├── CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
│   ├── CoarseFundamentalTop3Algorithm.cs
│   ├── CoarseNoLookAheadBiasAlgorithm.cs
│   ├── CoarseSelectionTimeRegressionAlgorithm.cs
│   ├── CoarseSelectionsAutomaticSeedRegressionAlgorithm.cs
│   ├── CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
│   ├── Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
│   ├── Collective2SignalExportDemonstrationAlgorithm.cs
│   ├── ComboLegLimitOrderAlgorithm.cs
│   ├── ComboLegLimitOrderAsyncAlgorithm.cs
│   ├── ComboLimitOrderAlgorithm.cs
│   ├── ComboLimitOrderAsyncAlgorithm.cs
│   ├── ComboMarketOrderAlgorithm.cs
│   ├── ComboOrderAlgorithm.cs
│   ├── ComboOrderTicketDemoAlgorithm.cs
│   ├── ComboOrdersFillModelAlgorithm.cs
│   ├── CompleteOrderTagUpdateAlgorithm.cs
│   ├── CompositeAlphaModelFrameworkAlgorithm.cs
│   ├── CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs
│   ├── CompositeRiskManagementModelFrameworkAlgorithm.cs
│   ├── ConfidenceWeightedFrameworkAlgorithm.cs
│   ├── ConsolidateDifferentTickTypesRegressionAlgorithm.cs
│   ├── ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs
│   ├── ConsolidateRegressionAlgorithm.cs
│   ├── ConsolidateScanRegressionAlgorithm.cs
│   ├── ConsolidateWithSizeAttributeRegressionAlgorithm.cs
│   ├── ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
│   ├── ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegressionAlgorithm.cs
│   ├── ConsolidatorStartTimeRegressionAlgorithm.cs
│   ├── ConstituentsQC500GeneratorAlgorithm.cs
│   ├── ConstituentsUniverseDataGeneratorAlgorithm.cs
│   ├── ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
│   ├── ConstituentsUniverseRegressionAlgorithm.cs
│   ├── ContinuousBackMonthRawFutureRegressionAlgorithm.cs
│   ├── ContinuousFutureBackMonthRegressionAlgorithm.cs
│   ├── ContinuousFutureHistoryRegressionAlgorithm.cs
│   ├── ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
│   ├── ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
│   ├── ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
│   ├── ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
│   ├── ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
│   ├── ContinuousFutureRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverBaseRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithIntialSeedRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
│   ├── ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
│   ├── ContinuousFuturesDailyRegressionAlgorithm.cs
│   ├── ConvertToFrameworkAlgorithm.cs
│   ├── CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
│   ├── CorrelationTypeComparisonRegressionAlgorithm.cs
│   ├── CoveredAndProtectiveCallStrategiesAlgorithm.cs
│   ├── CoveredAndProtectivePutStrategiesAlgorithm.cs
│   ├── CoveredCallComboLimitOrderAlgorithm.cs
│   ├── CryptoBaseCurrencyFeeRegressionAlgorithm.cs
│   ├── CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
│   ├── CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
│   ├── CryptoFutureLeverageBasedMarginRegressionAlgorithm.cs
│   ├── CustomBenchmarkAlgorithm.cs
│   ├── CustomBenchmarkRegressionAlgorithm.cs
│   ├── CustomBrokerageMessageHandlerAlgorithm.cs
│   ├── CustomBrokerageModelRegressionAlgorithm.cs
│   ├── CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
│   ├── CustomBuyingPowerModelAlgorithm.cs
│   ├── CustomChartingAlgorithm.cs
│   ├── CustomDataAutomaticSeedRegressionAlgorithm.cs
│   ├── CustomDataBenchmarkRegressionAlgorithm.cs
│   ├── CustomDataBitcoinAlgorithm.cs
│   ├── CustomDataIndicatorExtensionsAlgorithm.cs
│   ├── CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
│   ├── CustomDataNIFTYAlgorithm.cs
│   ├── CustomDataObjectStoreRegressionAlgorithm.cs
│   ├── CustomDataPropertiesRegressionAlgorithm.cs
│   ├── CustomDataRegressionAlgorithm.cs
│   ├── CustomDataSecurityCacheGetDataRegressionAlgorithm.cs
│   ├── CustomDataTypeHistoryAlgorithm.cs
│   ├── CustomDataUniverseAlgorithm.cs
│   ├── CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
│   ├── CustomDataUniverseRegressionAlgorithm.cs
│   ├── CustomDataUniverseScheduledRegressionAlgorithm.cs
│   ├── CustomDataUsingMapFileRegressionAlgorithm.cs
│   ├── CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
│   ├── CustomDataZipFileEntryNamesRegressionAlgorithm.cs
│   ├── CustomDataZipFileRegressionAlgorithm.cs
│   ├── CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
│   ├── CustomDataZippedObjectStoreRegressionAlgorithm.cs
│   ├── CustomFrameworkModelsAlgorithm.cs
│   ├── CustomMarginInterestRateModelAlgorithm.cs
│   ├── CustomModelsAlgorithm.cs
│   ├── CustomOptionAssignmentRegressionAlgorithm.cs
│   ├── CustomOptionExerciseModelRegressionAlgorithm.cs
│   ├── CustomOptionPriceModelRegressionAlgorithm.cs
│   ├── CustomPartialFillModelAlgorithm.cs
│   ├── CustomPortfolioOptimizerRegressionAlgorithm.cs
│   ├── CustomSecurityDataFilterRegressionAlgorithm.cs
│   ├── CustomSecurityInitializerAlgorithm.cs
│   ├── CustomShortableProviderRegressionAlgorithm.cs
│   ├── CustomSignalExportDemonstrationAlgorithm.cs
│   ├── CustomUniverseImmediateSelectionRegressionAlgorithm.cs
│   ├── CustomUniverseSelectionModelRegressionAlgorithm.cs
│   ├── CustomUniverseSelectionRegressionAlgorithm.cs
│   ├── CustomUniverseWithBenchmarkRegressionAlgorithm.cs
│   ├── CustomVolatilityModelAlgorithm.cs
│   ├── CustomWarmUpPeriodIndicatorAlgorithm.cs
│   ├── DYDXCryptoFuturesRegressionAlgorithm.cs
│   ├── DailyAlgorithm.cs
│   ├── DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs
│   ├── DailyHistoryForDailyResolutionRegressionAlgorithm.cs
│   ├── DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
│   ├── DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm.cs
│   ├── DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm.cs
│   ├── DailyResolutionSplitRegressionAlgorithm.cs
│   ├── DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm.cs
│   ├── DailyResolutionVsTimeSpanRegressionAlgorithm.cs
│   ├── DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm.cs
│   ├── DailyResolutionVsTimeSpanWithSecondEquityAlgorithm.cs
│   ├── DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm.cs
│   ├── DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
│   ├── DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
│   ├── DataConsolidationAlgorithm.cs
│   ├── DaylightSavingTimeHistoryRegressionAlgorithm.cs
│   ├── DefaultFutureChainRegressionAlgorithm.cs
│   ├── DefaultMarginComboOrderRegressionAlgorithm.cs
│   ├── DefaultMarginMultipleOrdersRegressionAlgorithm.cs
│   ├── DefaultOptionPriceModelRegressionAlgorithm.cs
│   ├── DefaultSchedulingSymbolRegressionAlgorithm.cs
│   ├── DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
│   ├── DelistedFutureLiquidateDailyRegressionAlgorithm.cs
│   ├── DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm.cs
│   ├── DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
│   ├── DelistedFutureLiquidateRegressionAlgorithm.cs
│   ├── DelistedIndexOptionDivestedRegression.cs
│   ├── DelistingEventsAlgorithm.cs
│   ├── DelistingFutureOptionDailyRegressionAlgorithm.cs
│   ├── DelistingFutureOptionRegressionAlgorithm.cs
│   ├── DescendingCustomDataObjectStoreRegressionAlgorithm.cs
│   ├── DisplacedMovingAverageRibbon.cs
│   ├── DividendAlgorithm.cs
│   ├── DividendRegressionAlgorithm.cs
│   ├── DropboxBaseDataUniverseSelectionAlgorithm.cs
│   ├── DropboxUniverseSelectionAlgorithm.cs
│   ├── DuplicateOptionAssignmentRegressionAlgorithm.cs
│   ├── DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
│   ├── DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
│   ├── DynamicSecurityDataRegressionAlgorithm.cs
│   ├── ETFConstituentsFrameworkAlgorithm.cs
│   ├── ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
│   ├── ETFGlobalRotationAlgorithm.cs
│   ├── EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
│   ├── EmaCrossFuturesFrontMonthAlgorithm.cs
│   ├── EmaCrossUniverseSelectionAlgorithm.cs
│   ├── EmaCrossUniverseSelectionFrameworkAlgorithm.cs
│   ├── EmitInsightCryptoCashAccountType.cs
│   ├── EmitInsightNoAlphaModelAlgorithm.cs
│   ├── EmitInsightsAlgorithm.cs
│   ├── EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
│   ├── EquityMarginCallAlgorithm.cs
│   ├── EquityOptionsUniverseSettingsRegressionAlgorithm.cs
│   ├── EquitySplitHoldingsDailyRegressionAlgorithm.cs
│   ├── EquitySplitHoldingsHourRegressionAlgorithm.cs
│   ├── EquitySplitHoldingsMinuteRegressionAlgorithm.cs
│   ├── EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
│   ├── EquityTradeAndQuotesRegressionAlgorithm.cs
│   ├── EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
│   ├── ExecutionModelOrderEventsRegressionAlgorithm.cs
│   ├── ExpiryHelperAlphaModelFrameworkAlgorithm.cs
│   ├── ExtendedMarketHoursHistoryRegressionAlgorithm.cs
│   ├── ExtendedMarketTradingRegressionAlgorithm.cs
│   ├── FeeModelNotUsingAccountCurrency.cs
│   ├── FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
│   ├── FillForwardFromWarmUpRegressionAlgorithm.cs
│   ├── FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
│   ├── FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
│   ├── FillForwardStrictEndTimeHourRegressionAlgorithm.cs
│   ├── FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
│   ├── FillForwardUntilExpiryRegressionAlgorithm.cs
│   ├── FillOutsideHoursDailyResolutionAlgorithm.cs
│   ├── FillOutsideHoursHourResolutionAlgorithm.cs
│   ├── FillOutsideHoursMinuteResolutionAlgorithm.cs
│   ├── FillOutsideHoursSecondResolutionAlgorithm.cs
│   ├── FillOutsideHoursTickResolutionAlgorithm.cs
│   ├── FilteredIdentityAlgorithm.cs
│   ├── FinancialAdvisorDemoAlgorithm.cs
│   ├── FineFundamentalFilteredUniverseRegressionAlgorithm.cs
│   ├── ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
│   ├── ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
│   ├── ForexMultiResolutionRegressionAlgorithm.cs
│   ├── ForwardDataOnlyFillModelAlgorithm.cs
│   ├── FractionalQuantityRegressionAlgorithm.cs
│   ├── FreePortfolioValueFixedRegressionAlgorithm.cs
│   ├── FreePortfolioValueRegressionAlgorithm.cs
│   ├── FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
│   ├── FundamentalCustomSelectionTimeRegressionAlgorithm.cs
│   ├── FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
│   ├── FundamentalRegressionAlgorithm.cs
│   ├── FundamentalUniverseSelectionRegressionAlgorithm.cs
│   ├── FutureChainInternalSubscriptionsRegressionAlgorithm.cs
│   ├── FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
│   ├── FutureMarketOpenAndCloseRegressionAlgorithm.cs
│   ├── FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
│   ├── FutureMarketOpenConsolidatorRegressionAlgorithm.cs
│   ├── FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
│   ├── FutureNoTimeInUniverseRegressionAlgorithm.cs
│   ├── FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
│   ├── FutureOptionCallITMExpiryRegressionAlgorithm.cs
│   ├── FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
│   ├── FutureOptionCallOTMExpiryRegressionAlgorithm.cs
│   ├── FutureOptionChainFullDataRegressionAlgorithm.cs
│   ├── FutureOptionChainsMultipleFullDataRegressionAlgorithm.cs
│   ├── FutureOptionContinuousFutureRegressionAlgorithm.cs
│   ├── FutureOptionDailyRegressionAlgorithm.cs
│   ├── FutureOptionHourlyRegressionAlgorithm.cs
│   ├── FutureOptionIndicatorsRegressionAlgorithm.cs
│   ├── FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
│   ├── FutureOptionPutITMExpiryRegressionAlgorithm.cs
│   ├── FutureOptionPutOTMExpiryRegressionAlgorithm.cs
│   ├── FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
│   ├── FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
│   ├── FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
│   ├── FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
│   ├── FutureOptionWithFutureFilterRegressionAlgorithm.cs
│   ├── FutureSharingTickerRegressionAlgorithm.cs
│   ├── FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
│   ├── FutureUniverseHistoryRegressionAlgorithm.cs
│   ├── FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm.cs
│   ├── FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
│   ├── FuturesAutomaticSeedRegressionAlgorithm.cs
│   ├── FuturesChainFullDataRegressionAlgorithm.cs
│   ├── FuturesChainsMultipleFullDataRegressionAlgorithm.cs
│   ├── FuturesDailySettlementLongRegressionAlgorithm.cs
│   ├── FuturesDailySettlementShortRegressionAlgorithm.cs
│   ├── FuturesExpiredContractRegression.cs
│   ├── FuturesExtendedMarketHoursRegressionAlgorithm.cs
│   ├── FuturesFrameworkRegressionAlgorithm.cs
│   ├── FuturesMomentumAlgorithm.cs
│   ├── FuzzyInferenceAlgorithm.cs
│   ├── G10CurrencySelectionModelFrameworkAlgorithm.cs
│   ├── GetParameterRegressionAlgorithm.cs
│   ├── HSIFutureDailyRegressionAlgorithm.cs
│   ├── HSIFutureHourRegressionAlgorithm.cs
│   ├── HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
│   ├── HistoryAlgorithm.cs
│   ├── HistoryAuxiliaryDataRegressionAlgorithm.cs
│   ├── HistoryProviderManagerRegressionAlgorithm.cs
│   ├── HistoryTickRegressionAlgorithm.cs
│   ├── HistoryWithCustomDataSourceRegressionAlgorithm.cs
│   ├── HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
│   ├── HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
│   ├── HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
│   ├── HistoryWithSymbolChangesRegressionAlgorithm.cs
│   ├── HourResolutionMappingEventRegressionAlgorithm.cs
│   ├── HourReverseSplitRegressionAlgorithm.cs
│   ├── HourSplitRegressionAlgorithm.cs
│   ├── ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
│   ├── ImmediateExecutionModelWorksWithBinanceFeeModel.cs
│   ├── InceptionDateSelectionRegressionAlgorithm.cs
│   ├── IndexOptionBearCallSpreadAlgorithm.cs
│   ├── IndexOptionBearPutSpreadAlgorithm.cs
│   ├── IndexOptionBullCallSpreadAlgorithm.cs
│   ├── IndexOptionBullPutSpreadAlgorithm.cs
│   ├── IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
│   ├── IndexOptionCallButterflyAlgorithm.cs
│   ├── IndexOptionCallCalendarSpreadAlgorithm.cs
│   ├── IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
│   ├── IndexOptionCallITMExpiryRegressionAlgorithm.cs
│   ├── IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
│   ├── IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
│   ├── IndexOptionCallOTMExpiryRegressionAlgorithm.cs
│   ├── IndexOptionChainApisConsistencyRegressionAlgorithm.cs
│   ├── IndexOptionIndicatorsRegressionAlgorithm.cs
│   ├── IndexOptionIronCondorAlgorithm.cs
│   ├── IndexOptionModelsConsistencyRegressionAlgorithm.cs
│   ├── IndexOptionPutButterflyAlgorithm.cs
│   ├── IndexOptionPutCalendarSpreadAlgorithm.cs
│   ├── IndexOptionPutITMExpiryRegressionAlgorithm.cs
│   ├── IndexOptionPutOTMExpiryRegressionAlgorithm.cs
│   ├── IndexOptionScaledStrikeRegressionAlgorithm.cs
│   ├── IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
│   ├── IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
│   ├── IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
│   ├── IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
│   ├── IndexOptionsUniverseSettingsRegressionAlgorithm.cs
│   ├── IndexSecurityCanBeTradableRegressionAlgorithm.cs
│   ├── IndexSecurityIsNotTradableRegressionAlgorithm.cs
│   ├── IndiaDataRegressionAlgorithm.cs
│   ├── IndicatorBasedOptionPricingModelIndexOptionRegressionAlgorithm.cs
│   ├── IndicatorBasedOptionPricingModelRegressionAlgorithm.cs
│   ├── IndicatorHistoryAlgorithm.cs
│   ├── IndicatorHistoryRegressionAlgorithm.cs
│   ├── IndicatorSelectorsWorkWithDifferentOptions.cs
│   ├── IndicatorSuiteAlgorithm.cs
│   ├── IndicatorVolatilityModelAlgorithm.cs
│   ├── IndicatorWarmupAlgorithm.cs
│   ├── IndicatorWithRenkoBarsRegressionAlgorithm.cs
│   ├── IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
│   ├── InsightScoringRegressionAlgorithm.cs
│   ├── InsightTagAlphaRegressionAlgorithm.cs
│   ├── InsightWeightingFrameworkAlgorithm.cs
│   ├── InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
│   ├── InsufficientMarginOrderUpdateRegressionAlgorithm.cs
│   ├── InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
│   ├── InternalSubscriptionHistoryRequestAlgorithm.cs
│   ├── IronCondorStrategyAlgorithm.cs
│   ├── IsMarketOpenCheckAlgorithm.cs
│   ├── IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
│   ├── LargeQuantityOptionStrategyAlgorithm.cs
│   ├── LeveragePrecedenceRegressionAlgorithm.cs
│   ├── LimitFillRegressionAlgorithm.cs
│   ├── LimitIfTouchedAsyncRegressionAlgorithm.cs
│   ├── LimitIfTouchedRegressionAlgorithm.cs
│   ├── LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
│   ├── LiquidETFUniverseFrameworkAlgorithm.cs
│   ├── LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm.cs
│   ├── LiquidateRegressionAlgorithm.cs
│   ├── LiquidateUsingSetHoldingsRegressionAlgorithm.cs
│   ├── LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
│   ├── LiveFeaturesAlgorithm.cs
│   ├── LongAndShortButterflyCallStrategiesAlgorithm.cs
│   ├── LongAndShortButterflyPutStrategiesAlgorithm.cs
│   ├── LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
│   ├── LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
│   ├── LongAndShortStraddleStrategiesAlgorithm.cs
│   ├── LongAndShortStrangleStrategiesAlgorithm.cs
│   ├── LongOnlyAlphaStreamAlgorithm.cs
│   ├── MACDTrendAlgorithm.cs
│   ├── MacdAlphaModelFrameworkRegressionAlgorithm.cs
│   ├── ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm.cs
│   ├── ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
│   ├── ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
│   ├── MappedBenchmarkRegressionAlgorithm.cs
│   ├── MarginCallClosedMarketRegressionAlgorithm.cs
│   ├── MarginCallEventsAlgorithm.cs
│   ├── MarginRemainingRegressionAlgorithm.cs
│   ├── MarketImpactSlippageModelRegressionAlgorithm.cs
│   ├── MarketOnCloseOrderAsyncRegressionAlgorithm.cs
│   ├── MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
│   ├── MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
│   ├── MarketOnCloseOrderBufferRegressionAlgorithm.cs
│   ├── MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
│   ├── MarketOnCloseOrderRegressionAlgorithm.cs
│   ├── MarketOnOpenOnCloseAlgorithm.cs
│   ├── MarketOnOpenOrderAsyncRegressionAlgorithm.cs
│   ├── MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
│   ├── MarketOnOpenOrderRegressionAlgorithm.cs
│   ├── MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
│   ├── MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
│   ├── MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
│   ├── MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
│   ├── MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
│   ├── MeanReversionPortfolioAlgorithm.cs
│   ├── MeanVarianceOptimizationFrameworkAlgorithm.cs
│   ├── MinimumOrderMarginRegressionAlgorithm.cs
│   ├── MinimumOrderSizeRegressionAlgorithm.cs
│   ├── MissingTickDataAlgorithm.cs
│   ├── MovingAverageCrossAlgorithm.cs
│   ├── MultiResolutionConsolidators.cs
│   ├── MultiUniverseSharedSecurityRegressionAlgorithm.cs
│   ├── MultipleSymbolConsolidationAlgorithm.cs
│   ├── NakedCallStrategyAlgorithm.cs
│   ├── NakedPutStrategyAlgorithm.cs
│   ├── NakedShortOptionStrategyOverMarginAlgorithm.cs
│   ├── NamedArgumentsRegression.cs
│   ├── NikkeiIndexRegressionAlgorithm.cs
│   ├── NoMarginCallExpectedRegressionAlgorithm.cs
│   ├── NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
│   ├── NoMinimumOrderMarginRegressionAlgorithm.cs
│   ├── NoUniverseSelectorRegressionAlgorithm.cs
│   ├── NonDynamicOptionsFilterRegressionAlgorithm.cs
│   ├── NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
│   ├── NullMarginComboOrderRegressionAlgorithm.cs
│   ├── NullMarginMultipleOrdersRegressionAlgorithm.cs
│   ├── NullOptionAssignmentRegressionAlgorithm.cs
│   ├── NumeraiSignalExportDemonstrationAlgorithm.cs
│   ├── ObjectStoreExampleAlgorithm.cs
│   ├── OnEndOfDayAddDataRegressionAlgorithm.cs
│   ├── OnEndOfDayInternalSecurityRegressionAlgorithm.cs
│   ├── OnEndOfDayRegressionAlgorithm.cs
│   ├── OnOrderEventExceptionRegression.cs
│   ├── OnWarmupFinishedNoWarmup.cs
│   ├── OnWarmupFinishedRegressionAlgorithm.cs
│   ├── OpenInterestFuturesRegressionAlgorithm.cs
│   ├── OpeningBreakoutAlgorithm.cs
│   ├── OptionAssignmentRegressionAlgorithm.cs
│   ├── OptionAssignmentStatisticsRegressionAlgorithm.cs
│   ├── OptionChainApisConsistencyRegressionAlgorithm.cs
│   ├── OptionChainConsistencyRegressionAlgorithm.cs
│   ├── OptionChainFullDataRegressionAlgorithm.cs
│   ├── OptionChainIncludeWeeklysByDefaultRegressionAlgorithm.cs
│   ├── OptionChainProviderAlgorithm.cs
│   ├── OptionChainSubscriptionRemovalRegressionAlgorithm.cs
│   ├── OptionChainUniverseImmediateSelectionRegressionAlgorithm.cs
│   ├── OptionChainUniverseRemovalRegressionAlgorithm.cs
│   ├── OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
│   ├── OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
│   ├── OptionChainsMultipleFullDataRegressionAlgorithm.cs
│   ├── OptionDataNullReferenceRegressionAlgorithm.cs
│   ├── OptionDelistedDataRegressionAlgorithm.cs
│   ├── OptionEquityBaseStrategyRegressionAlgorithm.cs
│   ├── OptionEquityBearCallLadderRegressionAlgorithm.cs
│   ├── OptionEquityBearCallSpreadRegressionAlgorithm.cs
│   ├── OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
│   ├── OptionEquityBearPutLadderRegressionAlgorithm.cs
│   ├── OptionEquityBearPutSpreadRegressionAlgorithm.cs
│   ├── OptionEquityBoxSpreadRegressionAlgorithm.cs
│   ├── OptionEquityBullCallLadderRegressionAlgorithm.cs
│   ├── OptionEquityBullCallSpreadRegressionAlgorithm.cs
│   ├── OptionEquityBullPutLadderRegressionAlgorithm.cs
│   ├── OptionEquityBullPutSpreadRegressionAlgorithm.cs
│   ├── OptionEquityCallBackspreadRegressionAlgorithm.cs
│   ├── OptionEquityCallButterflyRegressionAlgorithm.cs
│   ├── OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
│   ├── OptionEquityConversionRegressionAlgorithm.cs
│   ├── OptionEquityCoveredCallRegressionAlgorithm.cs
│   ├── OptionEquityCoveredPutRegressionAlgorithm.cs
│   ├── OptionEquityIronButterflyRegressionAlgorithm.cs
│   ├── OptionEquityIronCondorRegressionAlgorithm.cs
│   ├── OptionEquityJellyRollRegressionAlgorithm.cs
│   ├── OptionEquityProtectiveCollarRegressionAlgorithm.cs
│   ├── OptionEquityPutBackspreadRegressionAlgorithm.cs
│   ├── OptionEquityPutButterflyRegressionAlgorithm.cs
│   ├── OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
│   ├── OptionEquityReverseConversionRegressionAlgorithm.cs
│   ├── OptionEquityShortBoxSpreadRegressionAlgorithm.cs
│   ├── OptionEquityShortButterflyCallRegressionAlgorithm.cs
│   ├── OptionEquityShortButterflyPutRegressionAlgorithm.cs
│   ├── OptionEquityShortCallBackspreadRegressionAlgorithm.cs
│   ├── OptionEquityShortIronButterflyRegressionAlgorithm.cs
│   ├── OptionEquityShortIronCondorRegressionAlgorithm.cs
│   ├── OptionEquityShortJellyRollRegressionAlgorithm.cs
│   ├── OptionEquityShortPutBackspreadRegressionAlgorithm.cs
│   ├── OptionEquityStraddleRegressionAlgorithm.cs
│   ├── OptionEquityStrangleRegressionAlgorithm.cs
│   ├── OptionEquityStrategyMatcherRegressionAlgorithm.cs
│   ├── OptionExerciseAssignRegressionAlgorithm.cs
│   ├── OptionExerciseOnExpiryAndNonTradableDateRegressionAlgorithm.cs
│   ├── OptionExerciseOnExpiryAndNonTradableDateWithOptionSelectionRegressionAlgorithm.cs
│   ├── OptionExerciseRegressionAlgorithm.cs
│   ├── OptionExpiryDateOnHolidayCase.cs
│   ├── OptionExpiryDateTodayRegressionAlgorithm.cs
│   ├── OptionGreeksRegressionAlgorithm.cs
│   ├── OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
│   ├── OptionIndicatorsRegressionAlgorithm.cs
│   ├── OptionModelsConsistencyRegressionAlgorithm.cs
│   ├── OptionNoTimeInUniverseRegressionAlgorithm.cs
│   ├── OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
│   ├── OptionOpenInterestRegressionAlgorithm.cs
│   ├── OptionOrdersOnSplitRegressionAlgorithm.cs
│   ├── OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
│   ├── OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
│   ├── OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
│   ├── OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
│   ├── OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
│   ├── OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
│   ├── OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
│   ├── OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
│   ├── OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
│   ├── OptionRenameDailyRegressionAlgorithm.cs
│   ├── OptionRenameRegressionAlgorithm.cs
│   ├── OptionResolutionRegressionAlgorithm.cs
│   ├── OptionShortCallMarginCallEventsAlgorithm.cs
│   ├── OptionSplitRegressionAlgorithm.cs
│   ├── OptionSplitWarmupRegressionAlgorithm.cs
│   ├── OptionStrategyFactoryMethodsBaseAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseBaseAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseBoxSpreadRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseCallButterflyRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseCallCalendarSpreadRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseCallLadderRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseCallSpreadRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseConversionRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseIronCondorRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseJellyRollRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseProtectiveCollarRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniversePutButterflyRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniversePutCalendarSpreadRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniversePutLadderRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniversePutSpreadRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseSingleCallRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseSinglePutRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseStraddleRegressionAlgorithm.cs
│   ├── OptionStrategyFilteringUniverseStrangleRegressionAlgorithm.cs
│   ├── OptionStrategyMarginCallEventsAlgorithm.cs
│   ├── OptionSymbolCanonicalRegressionAlgorithm.cs
│   ├── OptionTimeSliceRegressionAlgorithm.cs
│   ├── OptionUniverseFilterGreeksRegressionAlgorithm.cs
│   ├── OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.cs
│   ├── OptionUniverseFilterOptionsDataLinqRegressionAlgorithm.cs
│   ├── OptionUniverseFilterOptionsDataRegressionAlgorithm.cs
│   ├── OptionUniverseHistoryRegressionAlgorithm.cs
│   ├── OptionsAutomaticSeedRegressionAlgorithm.cs
│   ├── OptionsExpiredContractRegression.cs
│   ├── OptionsMarginCallEventsAlgorithmBase.cs
│   ├── OrderImmutabilityRegressionAlgorithm.cs
│   ├── OrderSubmissionDataRegressionAlgorithm.cs
│   ├── OrderTicketAssignmentDemoAlgorithm.cs
│   ├── OrderTicketDemoAlgorithm.cs
│   ├── ParameterizedAlgorithm.cs
│   ├── PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
│   ├── PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
│   ├── PeriodConsolidatorRegressionAlgorithm.cs
│   ├── PersistentCustomDataUniverseRegressionAlgorithm.cs
│   ├── PortfolioOptimizationNumericsAlgorithm.cs
│   ├── PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
│   ├── PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
│   ├── PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
│   ├── PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
│   ├── PortfolioTargetTagsRegressionAlgorithm.cs
│   ├── ProcessSplitSymbolsRegressionAlgorithm.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QLOptionPricingModelRegressionAlgorithm.cs
│   ├── QuantConnect.Algorithm.CSharp.csproj
│   ├── QuitAfterInitializationRegressionAlgorithm.cs
│   ├── QuitInInitializationRegressionAlgorithm.cs
│   ├── RangeConsolidatorAlgorithm.cs
│   ├── RangeConsolidatorWithTickAlgorithm.cs
│   ├── RawDataRegressionAlgorithm.cs
│   ├── RawPricesCoarseUniverseAlgorithm.cs
│   ├── RawPricesUniverseRegressionAlgorithm.cs
│   ├── RegisterIndicatorRegressionAlgorithm.cs
│   ├── RegressionAlgorithm.cs
│   ├── RegressionChannelAlgorithm.cs
│   ├── RegressionTests/
│   │   ├── Collective2IndexOptionAlgorithm.cs
│   │   ├── CorrelationLastComputedValueRegressionAlgorithm.cs
│   │   ├── CustomData/
│   │   │   ├── CustomDataIconicTypesAddDataRegressionAlgorithm.cs
│   │   │   ├── CustomDataIconicTypesDefaultResolutionRegressionAlgorithm.cs
│   │   │   ├── CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorithm.cs
│   │   │   ├── CustomDataLinkedIconicTypeAddDataOnSecuritiesChangedRegressionAlgorithm.cs
│   │   │   └── CustomDataUnlinkedTradeBarIconicTypeConsolidationRegressionAlgorithm.cs
│   │   └── Universes/
│   │       ├── ETFConstituentUniverseCompositeDelistingRegressionAlgorithm.cs
│   │       ├── ETFConstituentUniverseCompositeDelistingRegressionAlgorithmNoAddEquityETF.cs
│   │       ├── ETFConstituentUniverseFilterFunctionRegressionAlgorithm.cs
│   │       ├── ETFConstituentUniverseFrameworkRegressionAlgorithm.cs
│   │       ├── ETFConstituentUniverseFrameworkRegressionAlgorithmNewUniverseModel.cs
│   │       ├── ETFConstituentUniverseImmediateSelectionRegressionAlgorithm.cs
│   │       ├── ETFConstituentUniverseMappedCompositeRegressionAlgorithm.cs
│   │       └── ETFConstituentUniverseRSIAlphaModelAlgorithm.cs
│   ├── RemoveUnderlyingRegressionAlgorithm.cs
│   ├── ResolutionSwitchingAlgorithm.cs
│   ├── RevertComboOrderPositionsAlgorithm.cs
│   ├── RiskParityPortfolioAlgorithm.cs
│   ├── RiskParityPortfolioWeightsCheckAlgorithm.cs
│   ├── RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
│   ├── RollingWindowAlgorithm.cs
│   ├── RsiAlphaModelFrameworkRegressionAlgorithm.cs
│   ├── SamcoBasicTemplateOptionsAlgorithm.cs
│   ├── ScaledFillForwardDataRegressionAlgorithm.cs
│   ├── ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
│   ├── ScaledRawHistoryAlgorithm.cs
│   ├── ScheduledEventsAlgorithm.cs
│   ├── ScheduledEventsOrderRegressionAlgorithm.cs
│   ├── ScheduledQueuingAlgorithm.cs
│   ├── ScheduledUniverseRegressionAlgorithm.cs
│   ├── ScheduledUniverseSelectionModelRegressionAlgorithm.cs
│   ├── SectorExposureRiskFrameworkAlgorithm.cs
│   ├── SectorWeightingFrameworkAlgorithm.cs
│   ├── SecurityCustomPropertiesAlgorithm.cs
│   ├── SecurityInitializationOnReAdditionForEquityRegressionAlgorithm.cs
│   ├── SecurityInitializationOnReAdditionForManuallyAddedFutureContractRegressionAlgorithm.cs
│   ├── SecurityInitializationOnReAdditionForManuallyAddedOptionRegressionAlgorithm.cs
│   ├── SecurityInitializationOnReAdditionForSelectedOptionRegressionAlgorithm.cs
│   ├── SecurityInitializationOnReAdditionForUniverseSelectionRegressionAlgorithm.cs
│   ├── SecuritySeederRegressionAlgorithm.cs
│   ├── SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm.cs
│   ├── SecuritySessionExtendedMarketHoursRegressionAlgorithm.cs
│   ├── SecuritySessionRegressionAlgorithm.cs
│   ├── SecuritySessionWithChangeOfResolutionRegressionAlgorithm.cs
│   ├── SecuritySessionWithDailyResolutionRegressionAlgorithm.cs
│   ├── SecuritySessionWithFutureContractRegressionAlgorithm.cs
│   ├── SecuritySessionWithFuturesExtendedMarketHoursRegressionAlgorithm.cs
│   ├── SecuritySessionWithFuturesRegressionAlgorithm.cs
│   ├── SecuritySessionWithOptionRegressionAlgorithm.cs
│   ├── SecurityToSymbolRegressionAlgorithm.cs
│   ├── SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
│   ├── SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
│   ├── SetCashOnDataRegressionAlgorithm.cs
│   ├── SetCustomSettlementModelRegressionAlgorithm.cs
│   ├── SetDataNormalizationModeOnAddSecurityAlgorithm.cs
│   ├── SetEquityDataNormalizationModeOnAddEquity.cs
│   ├── SetHoldingReturnsOrderTicketsRegressionAlgorithm.cs
│   ├── SetHoldingsAsyncRegressionAlgorithm.cs
│   ├── SetHoldingsFutureRegressionAlgorithm.cs
│   ├── SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
│   ├── SetHoldingsMarketOnOpenRegressionAlgorithm.cs
│   ├── SetHoldingsMultipleTargetsRegressionAlgorithm.cs
│   ├── SetHoldingsRegressionAlgorithm.cs
│   ├── ShortInterestFeeRegressionAlgorithm.cs
│   ├── ShortableProviderOrdersRejectedRegressionAlgorithm.cs
│   ├── SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
│   ├── SmaCrossUniverseSelectionAlgorithm.cs
│   ├── SparseDataRegressionAlgorithm.cs
│   ├── SplitEquityRegressionAlgorithm.cs
│   ├── SplitOnTradeBuilderRegressionAlgorithm.cs
│   ├── SplitPartialShareRegressionAlgorithm.cs
│   ├── SpreadExecutionModelRegressionAlgorithm.cs
│   ├── StableCoinsRegressionAlgorithm.cs
│   ├── StandardDeviationExecutionModelRegressionAlgorithm.cs
│   ├── StartingCapitalRegressionAlgorithm.cs
│   ├── StatisticsResultsAlgorithm.cs
│   ├── StochasticIndicatorAndSubIndicatorsWarmUpRegressionAlgorithm.cs
│   ├── StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.cs
│   ├── StopLimitOrderRegressionAlgorithm.cs
│   ├── StopLimitOrderRegressionAsyncAlgorithm.cs
│   ├── StopLossOnOrderEventRegressionAlgorithm.cs
│   ├── StopMarketOrderAsyncRegressionAlgorithm.cs
│   ├── StopMarketOrderRegressionAlgorithm.cs
│   ├── StressSymbols.cs
│   ├── StressSymbolsAlgorithm.cs
│   ├── StrictEndTimeLowerResolutionFillForwardRegressionAlgorithm.cs
│   ├── StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm.cs
│   ├── StringToSymbolImplicitConversionRegressionAlgorithm.cs
│   ├── SwitchDataModeRegressionAlgorithm.cs
│   ├── TickDataFilteringAlgorithm.cs
│   ├── TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
│   ├── TickQuoteBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
│   ├── TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm.cs
│   ├── TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
│   ├── TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorithm.cs
│   ├── TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorithm.cs
│   ├── TiingoPriceAlgorithm.cs
│   ├── TimeInForceAlgorithm.cs
│   ├── TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
│   ├── TotalPortfolioValueRegressionAlgorithm.cs
│   ├── TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter.cs
│   ├── TradingNotAddedEquitiesRegressionAlgorithm.cs
│   ├── TradingNotAddedOptionsRegressionAlgorithm.cs
│   ├── TrailingStopOrderAsyncRegressionAlgorithm.cs
│   ├── TrailingStopOrderRegressionAlgorithm.cs
│   ├── TrailingStopRiskFrameworkRegressionAlgorithm.cs
│   ├── TrainingExampleAlgorithm.cs
│   ├── TrainingInitializeRegressionAlgorithm.cs
│   ├── TwoLegCurrencyConversionRegressionAlgorithm.cs
│   ├── UniverseOnlyRegressionAlgorithm.cs
│   ├── UniverseSelectedRegressionAlgorithm.cs
│   ├── UniverseSelectionDefinitionsAlgorithm.cs
│   ├── UniverseSelectionRegressionAlgorithm.cs
│   ├── UniverseSelectionSymbolCacheRemovalRegressionTest.cs
│   ├── UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
│   ├── UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
│   ├── UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
│   ├── UniverseUnchangedRegressionAlgorithm.cs
│   ├── UnregisterIndicatorRegressionAlgorithm.cs
│   ├── UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
│   ├── UpdateOrderLiveTestAlgorithm.cs
│   ├── UpdateOrderRegressionAlgorithm.cs
│   ├── UserDefinedUniverseAlgorithm.cs
│   ├── VBaseSignalExportDemonstrationAlgorithm.cs
│   ├── VolatilityModelsWithRawDataAlgorithm.cs
│   ├── VolumeRenkoConsolidatorAlgorithm.cs
│   ├── VolumeShareSlippageModelAlgorithm.cs
│   ├── VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
│   ├── WarmUpAfterInitializeRegression.cs
│   ├── WarmupAlgorithm.cs
│   ├── WarmupConversionRatesRegressionAlgorithm.cs
│   ├── WarmupDailyResolutionRegressionAlgorithm.cs
│   ├── WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
│   ├── WarmupDataTypesRegressionAlgorithm.cs
│   ├── WarmupFutureRegressionAlgorithm.cs
│   ├── WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
│   ├── WarmupHistoryAlgorithm.cs
│   ├── WarmupIndicatorRegressionAlgorithm.cs
│   ├── WarmupLowerResolutionBarCountRegressionAlgorithm.cs
│   ├── WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
│   ├── WarmupLowerResolutionOptionRegressionAlgorithm.cs
│   ├── WarmupLowerResolutionSelectionRegressionAlgorithm.cs
│   ├── WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
│   ├── WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
│   ├── WarmupMinuteResolutionRegressionAlgorithm.cs
│   ├── WarmupOptionRegressionAlgorithm.cs
│   ├── WarmupOptionResolutionRegressionAlgorithm.cs
│   ├── WarmupScheduledEventsRegressionAlgorithm.cs
│   ├── WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
│   ├── WarmupSelectionBarCountRegressionAlgorithm.cs
│   ├── WarmupSelectionRegressionAlgorithm.cs
│   ├── WarmupTrainRegressionAlgorithm.cs
│   ├── WeeklyUniverseSelectionRegressionAlgorithm.cs
│   ├── YearlyUniverseSelectionScheduleRegressionAlgorithm.cs
│   ├── ZeroDTEIndexOptionsRegressionAlgorithm.cs
│   ├── ZeroDTEOptionsRegressionAlgorithm.cs
│   ├── ZeroFeeRegressionAlgorithm.cs
│   └── ZeroedBenchmarkRegressionAlgorithm.cs
├── Algorithm.Framework/
│   ├── Alphas/
│   │   ├── BasePairsTradingAlphaModel.cs
│   │   ├── BasePairsTradingAlphaModel.py
│   │   ├── ConstantAlphaModel.cs
│   │   ├── ConstantAlphaModel.py
│   │   ├── EmaCrossAlphaModel.cs
│   │   ├── EmaCrossAlphaModel.py
│   │   ├── HistoricalReturnsAlphaModel.cs
│   │   ├── HistoricalReturnsAlphaModel.py
│   │   ├── MacdAlphaModel.cs
│   │   ├── MacdAlphaModel.py
│   │   ├── PearsonCorrelationPairsTradingAlphaModel.cs
│   │   ├── PearsonCorrelationPairsTradingAlphaModel.py
│   │   ├── RsiAlphaModel.cs
│   │   └── RsiAlphaModel.py
│   ├── Execution/
│   │   ├── SpreadExecutionModel.cs
│   │   ├── SpreadExecutionModel.py
│   │   ├── StandardDeviationExecutionModel.cs
│   │   ├── StandardDeviationExecutionModel.py
│   │   ├── VolumeWeightedAveragePriceExecutionModel.cs
│   │   └── VolumeWeightedAveragePriceExecutionModel.py
│   ├── NotifiedSecurityChanges.cs
│   ├── Portfolio/
│   │   ├── AccumulativeInsightPortfolioConstructionModel.cs
│   │   ├── AccumulativeInsightPortfolioConstructionModel.py
│   │   ├── AlphaStreamsPortfolioConstructionModel.cs
│   │   ├── BlackLittermanOptimizationPortfolioConstructionModel.cs
│   │   ├── BlackLittermanOptimizationPortfolioConstructionModel.py
│   │   ├── ConfidenceWeightedPortfolioConstructionModel.cs
│   │   ├── ConfidenceWeightedPortfolioConstructionModel.py
│   │   ├── EqualWeightingPortfolioConstructionModel.cs
│   │   ├── EqualWeightingPortfolioConstructionModel.py
│   │   ├── InsightWeightingPortfolioConstructionModel.cs
│   │   ├── InsightWeightingPortfolioConstructionModel.py
│   │   ├── MaximumSharpeRatioPortfolioOptimizer.cs
│   │   ├── MaximumSharpeRatioPortfolioOptimizer.py
│   │   ├── MeanReversionPortfolioConstructionModel.cs
│   │   ├── MeanReversionPortfolioConstructionModel.py
│   │   ├── MeanVarianceOptimizationPortfolioConstructionModel.cs
│   │   ├── MeanVarianceOptimizationPortfolioConstructionModel.py
│   │   ├── MinimumVariancePortfolioOptimizer.cs
│   │   ├── MinimumVariancePortfolioOptimizer.py
│   │   ├── PortfolioOptimizerPythonWrapper.cs
│   │   ├── ReturnsSymbolData.cs
│   │   ├── RiskParityPortfolioConstructionModel.cs
│   │   ├── RiskParityPortfolioConstructionModel.py
│   │   ├── RiskParityPortfolioOptimizer.cs
│   │   ├── RiskParityPortfolioOptimizer.py
│   │   ├── SectorWeightingPortfolioConstructionModel.cs
│   │   ├── SectorWeightingPortfolioConstructionModel.py
│   │   ├── UnconstrainedMeanVariancePortfolioOptimizer.cs
│   │   └── UnconstrainedMeanVariancePortfolioOptimizer.py
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Algorithm.Framework.csproj
│   ├── Risk/
│   │   ├── MaximumDrawdownPercentPerSecurity.cs
│   │   ├── MaximumDrawdownPercentPerSecurity.py
│   │   ├── MaximumDrawdownPercentPortfolio.cs
│   │   ├── MaximumDrawdownPercentPortfolio.py
│   │   ├── MaximumSectorExposureRiskManagementModel.cs
│   │   ├── MaximumSectorExposureRiskManagementModel.py
│   │   ├── MaximumUnrealizedProfitPercentPerSecurity.cs
│   │   ├── MaximumUnrealizedProfitPercentPerSecurity.py
│   │   ├── TrailingStopRiskManagementModel.cs
│   │   └── TrailingStopRiskManagementModel.py
│   └── Selection/
│       ├── CoarseFundamentalUniverseSelectionModel.cs
│       ├── ETFConstituentsUniverseSelectionModel.cs
│       ├── ETFConstituentsUniverseSelectionModel.py
│       ├── EmaCrossUniverseSelectionModel.cs
│       ├── EmaCrossUniverseSelectionModel.py
│       ├── EnergyETFUniverse.cs
│       ├── FineFundamentalUniverseSelectionModel.cs
│       ├── FundamentalUniverseSelectionModel.cs
│       ├── FundamentalUniverseSelectionModel.py
│       ├── FutureUniverseSelectionModel.cs
│       ├── FutureUniverseSelectionModel.py
│       ├── InceptionDateUniverseSelectionModel.cs
│       ├── LiquidETFUniverse.cs
│       ├── MetalsETFUniverse.cs
│       ├── OpenInterestFutureUniverseSelectionModel.cs
│       ├── OptionUniverseSelectionModel.cs
│       ├── OptionUniverseSelectionModel.py
│       ├── QC500UniverseSelectionModel.cs
│       ├── QC500UniverseSelectionModel.py
│       ├── SP500SectorsETFUniverse.cs
│       ├── ScheduledUniverseSelectionModel.cs
│       ├── TechnologyETFUniverse.cs
│       ├── USTreasuriesETFUniverse.cs
│       └── VolatilityETFUniverse.cs
├── Algorithm.Python/
│   ├── AccumulativeInsightPortfolioRegressionAlgorithm.py
│   ├── AddAlphaModelAlgorithm.py
│   ├── AddFutureOptionContractDataStreamingRegressionAlgorithm.py
│   ├── AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.py
│   ├── AddFutureUniverseSelectionModelRegressionAlgorithm.py
│   ├── AddOptionContractExpiresRegressionAlgorithm.py
│   ├── AddOptionContractFromUniverseRegressionAlgorithm.py
│   ├── AddOptionUniverseSelectionModelRegressionAlgorithm.py
│   ├── AddRemoveSecurityRegressionAlgorithm.py
│   ├── AddRiskManagementAlgorithm.py
│   ├── AddUniverseSelectionModelAlgorithm.py
│   ├── AlgorithmModeAndDeploymentTargetAlgorithm.py
│   ├── AllShortableSymbolsCoarseSelectionRegressionAlgorithm.py
│   ├── Alphas/
│   │   ├── ContingentClaimsAnalysisDefaultPredictionAlpha.py
│   │   ├── GasAndCrudeOilEnergyCorrelationAlpha.py
│   │   ├── GlobalEquityMeanReversionIBSAlpha.py
│   │   ├── GreenblattMagicFormulaAlpha.py
│   │   ├── IntradayReversalCurrencyMarketsAlpha.py
│   │   ├── MeanReversionLunchBreakAlpha.py
│   │   ├── MortgageRateVolatilityAlpha.py
│   │   ├── PriceGapMeanReversionAlpha.py
│   │   ├── RebalancingLeveragedETFAlpha.py
│   │   ├── ShareClassMeanReversionAlpha.py
│   │   ├── SykesShortMicroCapAlpha.py
│   │   ├── TriangleExchangeRateArbitrageAlpha.py
│   │   ├── TripleLeverageETFPairVolatilityDecayAlpha.py
│   │   └── VIXDualThrustAlpha.py
│   ├── AsynchronousUniverseRegressionAlgorithm.py
│   ├── AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.py
│   ├── AuxiliaryDataHandlersRegressionAlgorithm.py
│   ├── BaseFrameworkRegressionAlgorithm.py
│   ├── BasicCSharpIntegrationTemplateAlgorithm.py
│   ├── BasicSetAccountCurrencyAlgorithm.py
│   ├── BasicSetAccountCurrencyWithAmountAlgorithm.py
│   ├── BasicTemplateAlgorithm.py
│   ├── BasicTemplateAxosAlgorithm.py
│   ├── BasicTemplateCfdAlgorithm.py
│   ├── BasicTemplateContinuousFutureAlgorithm.py
│   ├── BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.py
│   ├── BasicTemplateCryptoAlgorithm.py
│   ├── BasicTemplateCryptoFutureAlgorithm.py
│   ├── BasicTemplateCryptoFutureHourlyAlgorithm.py
│   ├── BasicTemplateDailyAlgorithm.py
│   ├── BasicTemplateEurexFuturesAlgorithm.py
│   ├── BasicTemplateFillForwardAlgorithm.py
│   ├── BasicTemplateForexAlgorithm.py
│   ├── BasicTemplateFrameworkAlgorithm.py
│   ├── BasicTemplateFutureOptionAlgorithm.py
│   ├── BasicTemplateFutureRolloverAlgorithm.py
│   ├── BasicTemplateFuturesAlgorithm.py
│   ├── BasicTemplateFuturesConsolidationAlgorithm.py
│   ├── BasicTemplateFuturesDailyAlgorithm.py
│   ├── BasicTemplateFuturesFrameworkAlgorithm.py
│   ├── BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.py
│   ├── BasicTemplateFuturesHistoryAlgorithm.py
│   ├── BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.py
│   ├── BasicTemplateFuturesHourlyAlgorithm.py
│   ├── BasicTemplateFuturesWithExtendedMarketAlgorithm.py
│   ├── BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.py
│   ├── BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.py
│   ├── BasicTemplateIndexAlgorithm.py
│   ├── BasicTemplateIndexDailyAlgorithm.py
│   ├── BasicTemplateIndexOptionsAlgorithm.py
│   ├── BasicTemplateIndiaAlgorithm.py
│   ├── BasicTemplateIndiaIndexAlgorithm.py
│   ├── BasicTemplateIntrinioEconomicData.py
│   ├── BasicTemplateLibrary.py
│   ├── BasicTemplateOptionEquityStrategyAlgorithm.py
│   ├── BasicTemplateOptionStrategyAlgorithm.py
│   ├── BasicTemplateOptionTradesAlgorithm.py
│   ├── BasicTemplateOptionsAlgorithm.py
│   ├── BasicTemplateOptionsConsolidationAlgorithm.py
│   ├── BasicTemplateOptionsDailyAlgorithm.py
│   ├── BasicTemplateOptionsFilterUniverseAlgorithm.py
│   ├── BasicTemplateOptionsFrameworkAlgorithm.py
│   ├── BasicTemplateOptionsHistoryAlgorithm.py
│   ├── BasicTemplateOptionsHourlyAlgorithm.py
│   ├── BasicTemplateOptionsPriceModel.py
│   ├── BasicTemplateSPXWeeklyIndexOptionsAlgorithm.py
│   ├── BasicTemplateTradableIndexAlgorithm.py
│   ├── Benchmarks/
│   │   ├── BasicTemplateBenchmark.py
│   │   ├── CoarseFineUniverseSelectionBenchmark.py
│   │   ├── EmptyEquityAndOptions400Benchmark.py
│   │   ├── EmptyMinute400EquityBenchmark.py
│   │   ├── EmptySPXOptionChainBenchmark.py
│   │   ├── EmptySingleSecuritySecondEquityBenchmark.py
│   │   ├── HistoryRequestBenchmark.py
│   │   ├── IndicatorRibbonBenchmark.py
│   │   ├── ScheduledEventsBenchmark.py
│   │   ├── StatefulCoarseUniverseSelectionBenchmark.py
│   │   └── StatelessCoarseUniverseSelectionBenchmark.py
│   ├── BlackLittermanPortfolioOptimizationFrameworkAlgorithm.py
│   ├── BrokerageActivityEventHandlingAlgorithm.py
│   ├── BrokerageModelAlgorithm.py
│   ├── BubbleAlgorithm.py
│   ├── BybitCryptoFuturesRegressionAlgorithm.py
│   ├── BybitCryptoRegressionAlgorithm.py
│   ├── BybitCustomDataCryptoRegressionAlgorithm.py
│   ├── CallbackCommandRegressionAlgorithm.py
│   ├── CanLiquidateWithOrderPropertiesRegressionAlgorithm.py
│   ├── CapmAlphaRankingFrameworkAlgorithm.py
│   ├── ClassicRangeConsolidatorAlgorithm.py
│   ├── ClassicRangeConsolidatorWithTickAlgorithm.py
│   ├── ClassicRenkoConsolidatorAlgorithm.py
│   ├── CoarseFineAsyncUniverseRegressionAlgorithm.py
│   ├── CoarseFineFundamentalComboAlgorithm.py
│   ├── CoarseFineFundamentalRegressionAlgorithm.py
│   ├── CoarseFineOptionUniverseChainRegressionAlgorithm.py
│   ├── CoarseFundamentalTop3Algorithm.py
│   ├── Collective2PortfolioSignalExportDemonstrationAlgorithm.py
│   ├── Collective2SignalExportDemonstrationAlgorithm.py
│   ├── ComboOrderTicketDemoAlgorithm.py
│   ├── ComboOrdersFillModelAlgorithm.py
│   ├── CompleteOrderTagUpdateAlgorithm.py
│   ├── CompositeAlphaModelFrameworkAlgorithm.py
│   ├── CompositeIndicatorWorksAsExpectedRegressionAlgorithm.py
│   ├── CompositeRiskManagementModelFrameworkAlgorithm.py
│   ├── ConfidenceWeightedFrameworkAlgorithm.py
│   ├── ConsolidateDifferentTickTypesRegressionAlgorithm.py
│   ├── ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.py
│   ├── ConsolidateRegressionAlgorithm.py
│   ├── ConsolidateWithSizeAttributeRegressionAlgorithm.py
│   ├── ConsolidatorStartTimeRegressionAlgorithm.py
│   ├── ConstituentsQC500GeneratorAlgorithm.py
│   ├── ConstituentsUniverseRegressionAlgorithm.py
│   ├── ContinuousFutureModelsConsistencyRegressionAlgorithm.py
│   ├── ContinuousFutureRegressionAlgorithm.py
│   ├── ConvertToFrameworkAlgorithm.py
│   ├── CorrectConsolidatedBarTypeForTickTypesAlgorithm.py
│   ├── CoveredAndProtectiveCallStrategiesAlgorithm.py
│   ├── CoveredAndProtectivePutStrategiesAlgorithm.py
│   ├── CrunchDAOSignalExportDemonstrationAlgorithm.py
│   ├── CustomBenchmarkAlgorithm.py
│   ├── CustomBenchmarkRegressionAlgorithm.py
│   ├── CustomBrokerageModelRegressionAlgorithm.py
│   ├── CustomBrokerageSideOrderHandlingRegressionAlgorithm.py
│   ├── CustomBrokerageSideOrderHandlingRegressionPartialAlgorithm.py
│   ├── CustomBuyingPowerModelAlgorithm.py
│   ├── CustomChartingAlgorithm.py
│   ├── CustomConsolidatorRegressionAlgorithm.py
│   ├── CustomDataBenchmarkRegressionAlgorithm.py
│   ├── CustomDataBitcoinAlgorithm.py
│   ├── CustomDataIconicTypesAddDataRegressionAlgorithm.py
│   ├── CustomDataIndicatorExtensionsAlgorithm.py
│   ├── CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorithm.py
│   ├── CustomDataLinkedIconicTypeAddDataOnSecuritiesChangedRegressionAlgorithm.py
│   ├── CustomDataMultiFileObjectStoreRegressionAlgorithm.py
│   ├── CustomDataNIFTYAlgorithm.py
│   ├── CustomDataObjectStoreRegressionAlgorithm.py
│   ├── CustomDataPropertiesRegressionAlgorithm.py
│   ├── CustomDataRegressionAlgorithm.py
│   ├── CustomDataSecurityCacheGetDataRegressionAlgorithm.py
│   ├── CustomDataTypeHistoryAlgorithm.py
│   ├── CustomDataUniverseAlgorithm.py
│   ├── CustomDataUniverseRegressionAlgorithm.py
│   ├── CustomDataUniverseScheduledRegressionAlgorithm.py
│   ├── CustomDataUsingMapFileRegressionAlgorithm.py
│   ├── CustomDataZippedObjectStoreRegressionAlgorithm.py
│   ├── CustomIndicatorAlgorithm.py
│   ├── CustomIndicatorWithExtensionAlgorithm.py
│   ├── CustomMarginInterestRateModelAlgorithm.py
│   ├── CustomModelsAlgorithm.py
│   ├── CustomModelsPEP8Algorithm.py
│   ├── CustomOptionAssignmentRegressionAlgorithm.py
│   ├── CustomOptionExerciseModelRegressionAlgorithm.py
│   ├── CustomOptionPriceModelRegressionAlgorithm.py
│   ├── CustomPartialFillModelAlgorithm.py
│   ├── CustomPortfolioOptimizerRegressionAlgorithm.py
│   ├── CustomSecurityDataFilterRegressionAlgorithm.py
│   ├── CustomSecurityInitializerAlgorithm.py
│   ├── CustomSettlementModelRegressionAlgorithm.py
│   ├── CustomShortableProviderRegressionAlgorithm.py
│   ├── CustomSignalExportDemonstrationAlgorithm.py
│   ├── CustomUniverseSelectionModelRegressionAlgorithm.py
│   ├── CustomVolatilityModelAlgorithm.py
│   ├── CustomWarmUpPeriodIndicatorAlgorithm.py
│   ├── DailyAlgorithm.py
│   ├── DataConsolidationAlgorithm.py
│   ├── DefaultSchedulingSymbolRegressionAlgorithm.py
│   ├── DelistingEventsAlgorithm.py
│   ├── DescendingCustomDataObjectStoreRegressionAlgorithm.py
│   ├── DisplacedMovingAverageRibbon.py
│   ├── DividendAlgorithm.py
│   ├── DropboxBaseDataUniverseSelectionAlgorithm.py
│   ├── DropboxCoarseFineAlgorithm.py
│   ├── DropboxUniverseSelectionAlgorithm.py
│   ├── DynamicSecurityDataRegressionAlgorithm.py
│   ├── ETFConstituentUniverseCompositeDelistingRegressionAlgorithm.py
│   ├── ETFConstituentUniverseCompositeDelistingRegressionAlgorithmNoAddEquityETF.py
│   ├── ETFConstituentUniverseFilterFunctionRegressionAlgorithm.py
│   ├── ETFConstituentUniverseFrameworkRegressionAlgorithm.py
│   ├── ETFConstituentUniverseMappedCompositeRegressionAlgorithm.py
│   ├── ETFConstituentUniverseRSIAlphaModelAlgorithm.py
│   ├── ETFConstituentsFrameworkAlgorithm.py
│   ├── ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.py
│   ├── ETFGlobalRotationAlgorithm.py
│   ├── EmaCrossAlphaModelFrameworkRegressionAlgorithm.py
│   ├── EmaCrossFuturesFrontMonthAlgorithm.py
│   ├── EmaCrossUniverseSelectionAlgorithm.py
│   ├── EmaCrossUniverseSelectionFrameworkAlgorithm.py
│   ├── ExecutionModelOrderEventsRegressionAlgorithm.py
│   ├── ExpiryHelperAlphaModelFrameworkAlgorithm.py
│   ├── ExtendedMarketTradingRegressionAlgorithm.py
│   ├── FilterUniverseRegressionAlgorithm.py
│   ├── FilteredIdentityAlgorithm.py
│   ├── FinancialAdvisorDemoAlgorithm.py
│   ├── FineFundamentalFilteredUniverseRegressionAlgorithm.py
│   ├── ForwardDataOnlyFillModelAlgorithm.py
│   ├── FractionalQuantityRegressionAlgorithm.py
│   ├── FuncRiskFreeRateInterestRateModelWithPythonLambda.py
│   ├── FundamentalCustomSelectionTimeRegressionAlgorithm.py
│   ├── FundamentalRegressionAlgorithm.py
│   ├── FundamentalUniverseSelectionAlgorithm.py
│   ├── FundamentalUniverseSelectionRegressionAlgorithm.py
│   ├── FutureContractsExtendedMarketHoursRegressionAlgorithm.py
│   ├── FutureOptionBuySellCallIntradayRegressionAlgorithm.py
│   ├── FutureOptionCallITMExpiryRegressionAlgorithm.py
│   ├── FutureOptionCallOTMExpiryRegressionAlgorithm.py
│   ├── FutureOptionChainFullDataRegressionAlgorithm.py
│   ├── FutureOptionChainsMultipleFullDataRegressionAlgorithm.py
│   ├── FutureOptionContinuousFutureRegressionAlgorithm.py
│   ├── FutureOptionDailyRegressionAlgorithm.py
│   ├── FutureOptionHourlyRegressionAlgorithm.py
│   ├── FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.py
│   ├── FutureOptionPutITMExpiryRegressionAlgorithm.py
│   ├── FutureOptionPutOTMExpiryRegressionAlgorithm.py
│   ├── FutureOptionShortCallITMExpiryRegressionAlgorithm.py
│   ├── FutureOptionShortCallOTMExpiryRegressionAlgorithm.py
│   ├── FutureOptionShortPutITMExpiryRegressionAlgorithm.py
│   ├── FutureOptionShortPutOTMExpiryRegressionAlgorithm.py
│   ├── FutureOptionWithFutureFilterRegressionAlgorithm.py
│   ├── FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.py
│   ├── FutureUniverseHistoryRegressionAlgorithm.py
│   ├── FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.py
│   ├── FuturesChainFullDataRegressionAlgorithm.py
│   ├── FuturesChainsMultipleFullDataRegressionAlgorithm.py
│   ├── FuturesExtendedMarketHoursRegressionAlgorithm.py
│   ├── FuturesMomentumAlgorithm.py
│   ├── G10CurrencySelectionModelFrameworkAlgorithm.py
│   ├── GetParameterRegressionAlgorithm.py
│   ├── HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.py
│   ├── HistoryAlgorithm.py
│   ├── HistoryAuxiliaryDataRegressionAlgorithm.py
│   ├── HistoryTickRegressionAlgorithm.py
│   ├── HistoryWithCustomDataSourceRegressionAlgorithm.py
│   ├── HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.py
│   ├── HistoryWithDifferentDataMappingModeRegressionAlgorithm.py
│   ├── HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.py
│   ├── HourReverseSplitRegressionAlgorithm.py
│   ├── HourSplitRegressionAlgorithm.py
│   ├── ImmediateExecutionModelWorksWithBinanceFeeModel.py
│   ├── InceptionDateSelectionRegressionAlgorithm.py
│   ├── IndexOptionBearCallSpreadAlgorithm.py
│   ├── IndexOptionBearPutSpreadAlgorithm.py
│   ├── IndexOptionBullCallSpreadAlgorithm.py
│   ├── IndexOptionBullPutSpreadAlgorithm.py
│   ├── IndexOptionBuySellCallIntradayRegressionAlgorithm.py
│   ├── IndexOptionCallButterflyAlgorithm.py
│   ├── IndexOptionCallCalendarSpreadAlgorithm.py
│   ├── IndexOptionCallITMExpiryRegressionAlgorithm.py
│   ├── IndexOptionCallITMGreeksExpiryRegressionAlgorithm.py
│   ├── IndexOptionCallOTMExpiryRegressionAlgorithm.py
│   ├── IndexOptionChainApisConsistencyRegressionAlgorithm.py
│   ├── IndexOptionIronCondorAlgorithm.py
│   ├── IndexOptionModelsConsistencyRegressionAlgorithm.py
│   ├── IndexOptionPutButterflyAlgorithm.py
│   ├── IndexOptionPutCalendarSpreadAlgorithm.py
│   ├── IndexOptionPutITMExpiryRegressionAlgorithm.py
│   ├── IndexOptionPutOTMExpiryRegressionAlgorithm.py
│   ├── IndexOptionShortCallITMExpiryRegressionAlgorithm.py
│   ├── IndexOptionShortCallOTMExpiryRegressionAlgorithm.py
│   ├── IndexOptionShortPutITMExpiryRegressionAlgorithm.py
│   ├── IndexOptionShortPutOTMExpiryRegressionAlgorithm.py
│   ├── IndiaDataRegressionAlgorithm.py
│   ├── IndicatorExtensionsSMAWithCustomIndicatorsRegressionAlgorithm.py
│   ├── IndicatorHistoryAlgorithm.py
│   ├── IndicatorHistoryRegressionAlgorithm.py
│   ├── IndicatorSelectorsWorkWithDifferentOptions.py
│   ├── IndicatorSuiteAlgorithm.py
│   ├── IndicatorWarmupAlgorithm.py
│   ├── IndicatorWithRenkoBarsRegressionAlgorithm.py
│   ├── IndustryStandardSecurityIdentifiersRegressionAlgorithm.py
│   ├── InsightScoringRegressionAlgorithm.py
│   ├── InsightTagAlphaRegressionAlgorithm.py
│   ├── InsightWeightingFrameworkAlgorithm.py
│   ├── IronCondorStrategyAlgorithm.py
│   ├── KerasNeuralNetworkAlgorithm.py
│   ├── LimitFillRegressionAlgorithm.py
│   ├── LimitIfTouchedAsyncRegressionAlgorithm.py
│   ├── LimitIfTouchedRegressionAlgorithm.py
│   ├── LiquidETFUniverseFrameworkAlgorithm.py
│   ├── LiveFeaturesAlgorithm.py
│   ├── LongAndShortButterflyCallStrategiesAlgorithm.py
│   ├── LongAndShortButterflyPutStrategiesAlgorithm.py
│   ├── LongAndShortCallCalendarSpreadStrategiesAlgorithm.py
│   ├── LongAndShortPutCalendarSpreadStrategiesAlgorithm.py
│   ├── LongAndShortStraddleStrategiesAlgorithm.py
│   ├── LongAndShortStrangleStrategiesAlgorithm.py
│   ├── LongOnlyAlphaStreamAlgorithm.py
│   ├── MACDTrendAlgorithm.py
│   ├── MacdAlphaModelFrameworkRegressionAlgorithm.py
│   ├── ManuallyRemovedConsolidatorsAlgorithm.py
│   ├── ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.py
│   ├── MarginCallEventsAlgorithm.py
│   ├── MarketImpactSlippageModelRegressionAlgorithm.py
│   ├── MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.py
│   ├── MarketOnCloseOrderBufferRegressionAlgorithm.py
│   ├── MarketOnOpenOnCloseAlgorithm.py
│   ├── MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.py
│   ├── MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.py
│   ├── MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.py
│   ├── MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.py
│   ├── MeanReversionPortfolioAlgorithm.py
│   ├── MeanVarianceOptimizationFrameworkAlgorithm.py
│   ├── MovingAverageCrossAlgorithm.py
│   ├── MultipleSymbolConsolidationAlgorithm.py
│   ├── NLTKSentimentTradingAlgorithm.py
│   ├── NakedCallStrategyAlgorithm.py
│   ├── NakedPutStrategyAlgorithm.py
│   ├── NamedArgumentsRegression.py
│   ├── NoUniverseSelectorRegressionAlgorithm.py
│   ├── NullBuyingPowerOptionBullCallSpreadAlgorithm.py
│   ├── NullMarginMultipleOrdersRegressionAlgorithm.py
│   ├── NullOptionAssignmentRegressionAlgorithm.py
│   ├── NumeraiSignalExportDemonstrationAlgorithm.py
│   ├── ObjectStoreExampleAlgorithm.py
│   ├── OnEndOfDayRegressionAlgorithm.py
│   ├── OnWarmupFinishedNoWarmup.py
│   ├── OnWarmupFinishedRegressionAlgorithm.py
│   ├── OpenInterestFuturesRegressionAlgorithm.py
│   ├── OptionAssignmentRegressionAlgorithm.py
│   ├── OptionChainApisConsistencyRegressionAlgorithm.py
│   ├── OptionChainConsistencyRegressionAlgorithm.py
│   ├── OptionChainFullDataRegressionAlgorithm.py
│   ├── OptionChainIncludeWeeklysByDefaultRegressionAlgorithm.py
│   ├── OptionChainProviderAlgorithm.py
│   ├── OptionChainedUniverseSelectionModelRegressionAlgorithm.py
│   ├── OptionChainsMultipleFullDataRegressionAlgorithm.py
│   ├── OptionDataNullReferenceRegressionAlgorithm.py
│   ├── OptionExerciseAssignRegressionAlgorithm.py
│   ├── OptionIndicatorsMirrorContractsRegressionAlgorithm.py
│   ├── OptionIndicatorsRegressionAlgorithm.py
│   ├── OptionModelsConsistencyRegressionAlgorithm.py
│   ├── OptionOpenInterestRegressionAlgorithm.py
│   ├── OptionPriceModelForOptionStylesBaseRegressionAlgorithm.py
│   ├── OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.py
│   ├── OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.py
│   ├── OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.py
│   ├── OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.py
│   ├── OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.py
│   ├── OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.py
│   ├── OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.py
│   ├── OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.py
│   ├── OptionRenameRegressionAlgorithm.py
│   ├── OptionSplitRegressionAlgorithm.py
│   ├── OptionStrategyFactoryMethodsBaseAlgorithm.py
│   ├── OptionUniverseFilterGreeksRegressionAlgorithm.py
│   ├── OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py
│   ├── OptionUniverseFilterOptionsDataRegressionAlgorithm.py
│   ├── OptionUniverseHistoryRegressionAlgorithm.py
│   ├── OrderTicketAssignmentDemoAlgorithm.py
│   ├── OrderTicketDemoAlgorithm.py
│   ├── PEP8StyleBasicAlgorithm.py
│   ├── PandasDataFrameFromMultipleTickTypeTickHistoryRegressionAlgorithm.py
│   ├── PandasDataFrameHistoryAlgorithm.py
│   ├── ParameterizedAlgorithm.py
│   ├── PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.py
│   ├── PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.py
│   ├── PersistentCustomDataUniverseRegressionAlgorithm.py
│   ├── PortfolioRebalanceOnCustomFuncRegressionAlgorithm.py
│   ├── PortfolioRebalanceOnDateRulesRegressionAlgorithm.py
│   ├── PortfolioTargetTagsRegressionAlgorithm.py
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── PythonAlgorithm.cs
│   ├── PythonDictionaryFeatureRegressionAlgorithm.py
│   ├── PytorchNeuralNetworkAlgorithm.py
│   ├── QLOptionPricingModelRegressionAlgorithm.py
│   ├── QuantConnect.Algorithm.Python.csproj
│   ├── QuantConnect.Algorithm.PythonTools.pyproj
│   ├── QuitAfterInitializationRegressionAlgorithm.py
│   ├── QuitInInitializationRegressionAlgorithm.py
│   ├── RangeConsolidatorAlgorithm.py
│   ├── RangeConsolidatorWithTickAlgorithm.py
│   ├── RawDataRegressionAlgorithm.py
│   ├── RawPricesCoarseUniverseAlgorithm.py
│   ├── RawPricesUniverseRegressionAlgorithm.py
│   ├── RegisterIndicatorRegressionAlgorithm.py
│   ├── RegressionAlgorithm.py
│   ├── RegressionChannelAlgorithm.py
│   ├── RiskParityPortfolioAlgorithm.py
│   ├── RollingWindowAlgorithm.py
│   ├── RsiAlphaModelFrameworkRegressionAlgorithm.py
│   ├── ScheduledEventsAlgorithm.py
│   ├── ScheduledQueuingAlgorithm.py
│   ├── ScheduledUniverseRegressionAlgorithm.py
│   ├── ScheduledUniverseSelectionModelRegressionAlgorithm.py
│   ├── ScikitLearnLinearRegressionAlgorithm.py
│   ├── SectorExposureRiskFrameworkAlgorithm.py
│   ├── SectorWeightingFrameworkAlgorithm.py
│   ├── SecurityCustomPropertiesAlgorithm.py
│   ├── SecurityDynamicPropertyPythonClassAlgorithm.py
│   ├── SecuritySeederRegressionAlgorithm.py
│   ├── SecuritySessionRegressionAlgorithm.py
│   ├── SecuritySessionWithChangeOfResolutionRegressionAlgorithm.py
│   ├── SecuritySessionWithFuturesRegressionAlgorithm.py
│   ├── SecurityToSymbolRegressionAlgorithm.py
│   ├── SelectUniverseSymbolsFromIDRegressionAlgorithm.py
│   ├── SetCustomSettlementModelRegressionAlgorithm.py
│   ├── SetEquityDataNormalizationModeOnAddEquity.py
│   ├── SetHoldingsAsyncRegressionAlgorithm.py
│   ├── SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.py
│   ├── SetHoldingsMultipleTargetsRegressionAlgorithm.py
│   ├── SetHoldingsRegressionAlgorithm.py
│   ├── ShortInterestFeeRegressionAlgorithm.py
│   ├── ShortableProviderOrdersRejectedRegressionAlgorithm.py
│   ├── SliceGetByTypeRegressionAlgorithm.py
│   ├── SmaCrossUniverseSelectionAlgorithm.py
│   ├── SpreadExecutionModelRegressionAlgorithm.py
│   ├── StableCoinsRegressionAlgorithm.py
│   ├── StandardDeviationExecutionModelRegressionAlgorithm.py
│   ├── StatisticsResultsAlgorithm.py
│   ├── StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.py
│   ├── StopLimitOrderAsyncRegressionAlgorithm.py
│   ├── StopLimitOrderRegressionAlgorithm.py
│   ├── StringToSymbolImplicitConversionRegressionAlgorithm.py
│   ├── TalibIndicatorsAlgorithm.py
│   ├── TensorFlowNeuralNetworkAlgorithm.py
│   ├── TickDataFilteringAlgorithm.py
│   ├── TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.py
│   ├── TiingoPriceAlgorithm.py
│   ├── TimeInForceAlgorithm.py
│   ├── TrailingStopOrderAsyncRegressionAlgorithm.py
│   ├── TrailingStopOrderRegressionAlgorithm.py
│   ├── TrailingStopRiskFrameworkRegressionAlgorithm.py
│   ├── TrainingExampleAlgorithm.py
│   ├── TrainingInitializeRegressionAlgorithm.py
│   ├── TwoLegCurrencyConversionRegressionAlgorithm.py
│   ├── UniverseOnlyRegressionAlgorithm.py
│   ├── UniverseSelectedRegressionAlgorithm.py
│   ├── UniverseSelectionDefinitionsAlgorithm.py
│   ├── UniverseSelectionRegressionAlgorithm.py
│   ├── UniverseUnchangedRegressionAlgorithm.py
│   ├── UnregisterIndicatorRegressionAlgorithm.py
│   ├── UpdateOrderRegressionAlgorithm.py
│   ├── UserDefinedUniverseAlgorithm.py
│   ├── VBaseSignalExportDemonstrationAlgorithm.py
│   ├── VolumeRenkoConsolidatorAlgorithm.py
│   ├── VolumeShareSlippageModelAlgorithm.py
│   ├── VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.py
│   ├── WarmupAlgorithm.py
│   ├── WarmupHistoryAlgorithm.py
│   ├── WeeklyUniverseSelectionRegressionAlgorithm.py
│   ├── ZeroedBenchmarkRegressionAlgorithm.py
│   ├── build.bat
│   ├── main.py
│   └── readme.md
├── AlgorithmFactory/
│   ├── DebuggerHelper.cs
│   ├── Loader.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── Python/
│   │   └── Wrappers/
│   │       └── AlgorithmPythonWrapper.cs
│   └── QuantConnect.AlgorithmFactory.csproj
├── Api/
│   ├── Api.cs
│   ├── ApiConnection.cs
│   ├── ApiUtils.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   └── QuantConnect.Api.csproj
├── Brokerages/
│   ├── Authentication/
│   │   ├── AccessTokenMetaDataRequest.cs
│   │   ├── AccessTokenMetaDataResponse.cs
│   │   ├── LeanOAuthTokenHandler.cs
│   │   ├── LeanTokenCredentials.cs
│   │   ├── LeanTokenHandler.cs
│   │   ├── OAuthTokenHandler.cs
│   │   ├── OAuthTokenRequest.cs
│   │   ├── TokenCredentials.cs
│   │   ├── TokenHandler.cs
│   │   └── TokenType.cs
│   ├── Backtesting/
│   │   ├── BacktestingBrokerage.cs
│   │   └── BacktestingBrokerageFactory.cs
│   ├── BaseWebsocketsBrokerage.cs
│   ├── BestBidAskUpdatedEventArgs.cs
│   ├── Brokerage.cs
│   ├── BrokerageConcurrentMessageHandler.cs
│   ├── BrokerageException.cs
│   ├── BrokerageFactory.cs
│   ├── BrokerageMultiWebSocketEntry.cs
│   ├── BrokerageMultiWebSocketSubscriptionManager.cs
│   ├── CrossZero/
│   │   ├── CrossZeroFirstOrderRequest.cs
│   │   ├── CrossZeroOrderResponse.cs
│   │   └── CrossZeroSecondOrderRequest.cs
│   ├── DefaultConnectionHandler.cs
│   ├── DefaultOrderBook.cs
│   ├── IConnectionHandler.cs
│   ├── IOrderBookUpdater.cs
│   ├── ISymbolMapper.cs
│   ├── IWebSocket.cs
│   ├── LevelOneOrderBook/
│   │   ├── BaseDataEventArgs.cs
│   │   ├── LevelOneMarketData.cs
│   │   └── LevelOneServiceManager.cs
│   ├── Paper/
│   │   ├── PaperBrokerage.cs
│   │   └── PaperBrokerageFactory.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Brokerages.csproj
│   ├── SymbolPropertiesDatabaseSymbolMapper.cs
│   ├── WebSocketClientWrapper.cs
│   ├── WebSocketCloseData.cs
│   ├── WebSocketError.cs
│   └── WebSocketMessage.cs
├── CONTRIBUTING.md
├── Common/
│   ├── Algorithm/
│   │   └── Framework/
│   │       ├── Alphas/
│   │       │   ├── Analysis/
│   │       │   │   └── InsightManager.cs
│   │       │   ├── GeneratedInsightsCollection.cs
│   │       │   ├── IInsightScoreFunction.cs
│   │       │   ├── Insight.cs
│   │       │   ├── InsightCollection.cs
│   │       │   ├── InsightDirection.cs
│   │       │   ├── InsightScore.cs
│   │       │   ├── InsightScoreFunctionPythonWrapper.cs
│   │       │   ├── InsightScoreType.cs
│   │       │   ├── InsightType.cs
│   │       │   └── Serialization/
│   │       │       ├── InsightJsonConverter.cs
│   │       │       └── SerializedInsight.cs
│   │       └── Portfolio/
│   │           ├── IPortfolioTarget.cs
│   │           ├── PortfolioTarget.cs
│   │           ├── PortfolioTargetCollection.cs
│   │           └── SignalExports/
│   │               ├── BaseSignalExport.cs
│   │               ├── Collective2SignalExport.cs
│   │               ├── CrunchDAOSignalExport.cs
│   │               ├── NumeraiSignalExport.cs
│   │               ├── SignalExportManager.cs
│   │               ├── SignalExportTargetParameters.cs
│   │               └── VBaseSignalExport.cs
│   ├── AlgorithmConfiguration.cs
│   ├── AlgorithmImports.py
│   ├── AlgorithmSettings.cs
│   ├── AlgorithmUtils.cs
│   ├── Api/
│   │   ├── Account.cs
│   │   ├── Authentication.cs
│   │   ├── AuthenticationResponse.cs
│   │   ├── Backtest.cs
│   │   ├── BacktestReport.cs
│   │   ├── BaseOptimization.cs
│   │   ├── Compile.cs
│   │   ├── CompileState.cs
│   │   ├── Data.cs
│   │   ├── Estimate.cs
│   │   ├── InsightResponse.cs
│   │   ├── LiveAlgorithm.cs
│   │   ├── LiveAlgorithmResults.cs
│   │   ├── LiveAlgorithmResultsJsonConverter.cs
│   │   ├── LiveAlgorithmSettings.cs
│   │   ├── LiveLog.cs
│   │   ├── Nodes.cs
│   │   ├── ObjectStoreResponse.cs
│   │   ├── Optimization.cs
│   │   ├── OptimizationBacktest.cs
│   │   ├── OptimizationBacktestJsonConverter.cs
│   │   ├── Organization.cs
│   │   ├── ParameterSetJsonConverter.cs
│   │   ├── Portfolio.cs
│   │   ├── Project.cs
│   │   ├── ProjectFile.cs
│   │   ├── ProjectNode.cs
│   │   ├── ReadChartResponse.cs
│   │   ├── RestResponse.cs
│   │   ├── Serialization/
│   │   │   └── ProductJsonConverter.cs
│   │   └── StringRepresentation.cs
│   ├── BaseSeries.cs
│   ├── Benchmarks/
│   │   ├── FuncBenchmark.cs
│   │   ├── IBenchmark.cs
│   │   └── SecurityBenchmark.cs
│   ├── BinaryComparison.cs
│   ├── BinaryComparisonExtensions.cs
│   ├── Brokerages/
│   │   ├── AlpacaBrokerageModel.cs
│   │   ├── AlphaStreamsBrokerageModel.cs
│   │   ├── AxosClearingBrokerageModel.cs
│   │   ├── BinanceBrokerageModel.cs
│   │   ├── BinanceCoinFuturesBrokerageModel.cs
│   │   ├── BinanceFuturesBrokerageModel.cs
│   │   ├── BinanceUSBrokerageModel.cs
│   │   ├── BitfinexBrokerageModel.cs
│   │   ├── BrokerageExtensions.cs
│   │   ├── BrokerageFactoryAttribute.cs
│   │   ├── BrokerageMessageEvent.cs
│   │   ├── BrokerageMessageType.cs
│   │   ├── BrokerageName.cs
│   │   ├── BybitBrokerageModel.cs
│   │   ├── CharlesSchwabBrokerageModel.cs
│   │   ├── CoinbaseBrokerageModel.cs
│   │   ├── DefaultBrokerageMessageHandler.cs
│   │   ├── DefaultBrokerageModel.cs
│   │   ├── DelistingNotificationEventArgs.cs
│   │   ├── DowngradeErrorCodeToWarningBrokerageMessageHandler.cs
│   │   ├── ExanteBrokerageModel.cs
│   │   ├── EzeBrokerageModel.cs
│   │   ├── FTXBrokerageModel.cs
│   │   ├── FTXUSBrokerageModel.cs
│   │   ├── FxcmBrokerageModel.cs
│   │   ├── GDAXBrokerageModel.cs
│   │   ├── IBrokerageMessageHandler.cs
│   │   ├── IBrokerageModel.cs
│   │   ├── InteractiveBrokersBrokerageModel.cs
│   │   ├── InteractiveBrokersFixModel.cs
│   │   ├── KrakenBrokerageModel.cs
│   │   ├── NewBrokerageOrderNotificationEventArgs.cs
│   │   ├── OandaBrokerageModel.cs
│   │   ├── OptionNotificationEventArgs.cs
│   │   ├── RBIBrokerageModel.cs
│   │   ├── SamcoBrokerageModel.cs
│   │   ├── TDAmeritradeBrokerageModel.cs
│   │   ├── TastytradeBrokerageModel.cs
│   │   ├── TradeStationBrokerageModel.cs
│   │   ├── TradierBrokerageModel.cs
│   │   ├── TradingTechnologiesBrokerageModel.cs
│   │   ├── WolverineBrokerageModel.cs
│   │   ├── ZerodhaBrokerageModel.cs
│   │   └── dYdXBrokerageModel.cs
│   ├── Candlestick.cs
│   ├── CandlestickSeries.cs
│   ├── CapacityEstimate.cs
│   ├── Chart.cs
│   ├── ChartPoint.cs
│   ├── ChartSeriesJsonConverter.cs
│   ├── Commands/
│   │   ├── AddSecurityCommand.cs
│   │   ├── AlgorithmStatusCommand.cs
│   │   ├── BaseCommand.cs
│   │   ├── BaseCommandHandler.cs
│   │   ├── CallbackCommand.cs
│   │   ├── CancelOrderCommand.cs
│   │   ├── Command.cs
│   │   ├── CommandResultsPacket.cs
│   │   ├── FileCommandHandler.cs
│   │   ├── ICommand.cs
│   │   ├── ICommandHandler.cs
│   │   ├── LiquidateCommand.cs
│   │   ├── OrderCommand.cs
│   │   ├── QuitCommand.cs
│   │   └── UpdateOrderCommand.cs
│   ├── Country.cs
│   ├── Currencies.cs
│   ├── Data/
│   │   ├── Auxiliary/
│   │   │   ├── AuxiliaryDataKey.cs
│   │   │   ├── CorporateFactorProvider.cs
│   │   │   ├── CorporateFactorRow.cs
│   │   │   ├── FactorFile.cs
│   │   │   ├── FactorFileZipHelper.cs
│   │   │   ├── IFactorProvider.cs
│   │   │   ├── IFactorRow.cs
│   │   │   ├── LocalDiskFactorFileProvider.cs
│   │   │   ├── LocalDiskMapFileProvider.cs
│   │   │   ├── LocalZipFactorFileProvider.cs
│   │   │   ├── LocalZipMapFileProvider.cs
│   │   │   ├── MapFile.cs
│   │   │   ├── MapFilePrimaryExchangeProvider.cs
│   │   │   ├── MapFileResolver.cs
│   │   │   ├── MapFileRow.cs
│   │   │   ├── MapFileZipHelper.cs
│   │   │   ├── MappingContractFactorProvider.cs
│   │   │   ├── MappingContractFactorRow.cs
│   │   │   ├── MappingExtensions.cs
│   │   │   ├── PriceScalingExtensions.cs
│   │   │   ├── QuoteConditionFlags.cs
│   │   │   ├── SymbolDateRange.cs
│   │   │   ├── TickerDateRange.cs
│   │   │   └── TradeConditionFlags.cs
│   │   ├── BaseData.cs
│   │   ├── BaseDataRequest.cs
│   │   ├── Channel.cs
│   │   ├── ConsolidatorWrapper.cs
│   │   ├── Consolidators/
│   │   │   ├── BaseDataConsolidator.cs
│   │   │   ├── BaseTimelessConsolidator.cs
│   │   │   ├── Calendar.cs
│   │   │   ├── CalendarType.cs
│   │   │   ├── ClassicRangeConsolidator.cs
│   │   │   ├── ClassicRenkoConsolidator.cs
│   │   │   ├── DataConsolidator.cs
│   │   │   ├── DollarVolumeRenkoConsolidator.cs
│   │   │   ├── DynamicDataConsolidator.cs
│   │   │   ├── FilteredIdentityDataConsolidator.cs
│   │   │   ├── IDataConsolidator.cs
│   │   │   ├── IdentityDataConsolidator.cs
│   │   │   ├── MarketHourAwareConsolidator.cs
│   │   │   ├── OpenInterestConsolidator.cs
│   │   │   ├── PeriodCountConsolidatorBase.cs
│   │   │   ├── QuoteBarConsolidator.cs
│   │   │   ├── RangeConsolidator.cs
│   │   │   ├── RenkoConsolidator.cs
│   │   │   ├── SequentialConsolidator.cs
│   │   │   ├── SessionConsolidator.cs
│   │   │   ├── TickConsolidator.cs
│   │   │   ├── TickQuoteBarConsolidator.cs
│   │   │   ├── TradeBarConsolidator.cs
│   │   │   ├── TradeBarConsolidatorBase.cs
│   │   │   └── VolumeRenkoConsolidator.cs
│   │   ├── ConstantDividendYieldModel.cs
│   │   ├── ConstantRiskFreeRateInterestRateModel.cs
│   │   ├── Custom/
│   │   │   ├── AlphaStreams/
│   │   │   │   └── PlaceHolder.cs
│   │   │   ├── FxcmVolume.cs
│   │   │   ├── IconicTypes/
│   │   │   │   ├── IndexedLinkedData.cs
│   │   │   │   ├── IndexedLinkedData2.cs
│   │   │   │   ├── LinkedData.cs
│   │   │   │   ├── UnlinkedData.cs
│   │   │   │   └── UnlinkedDataTradeBar.cs
│   │   │   ├── Intrinio/
│   │   │   │   ├── EconomicDataSources.cs
│   │   │   │   ├── IntrinioConfig.cs
│   │   │   │   └── IntrinioEconomicData.cs
│   │   │   ├── NullData.cs
│   │   │   └── Tiingo/
│   │   │       ├── Tiingo.cs
│   │   │       ├── TiingoDailyData.cs
│   │   │       ├── TiingoPrice.cs
│   │   │       └── TiingoSymbolMapper.cs
│   │   ├── DataAggregatorInitializeParameters.cs
│   │   ├── DataHistory.cs
│   │   ├── DataMonitor.cs
│   │   ├── DataQueueHandlerSubscriptionManager.cs
│   │   ├── DiskDataCacheProvider.cs
│   │   ├── DividendYieldProvider.cs
│   │   ├── DownloaderExtensions.cs
│   │   ├── DynamicData.cs
│   │   ├── EventBasedDataQueueHandlerSubscriptionManager.cs
│   │   ├── FileFormat.cs
│   │   ├── FuncRiskFreeRateInterestRateModel.cs
│   │   ├── Fundamental/
│   │   │   ├── AssetClassificationHelper.cs
│   │   │   ├── FineFundamental.cs
│   │   │   ├── Fundamental.cs
│   │   │   ├── FundamentalInstanceProvider.cs
│   │   │   ├── FundamentalProperty.cs
│   │   │   ├── FundamentalTimeDependentProperty.cs
│   │   │   ├── FundamentalUniverse.cs
│   │   │   ├── Generated/
│   │   │   │   ├── AVG5YrsROIC.cs
│   │   │   │   ├── AccountsPayableBalanceSheet.cs
│   │   │   │   ├── AccountsReceivableBalanceSheet.cs
│   │   │   │   ├── AccruedInterestReceivableBalanceSheet.cs
│   │   │   │   ├── AccruedInvestmentIncomeBalanceSheet.cs
│   │   │   │   ├── AccruedLiabilitiesTotalBalanceSheet.cs
│   │   │   │   ├── AccruedandDeferredIncomeBalanceSheet.cs
│   │   │   │   ├── AccruedandDeferredIncomeCurrentBalanceSheet.cs
│   │   │   │   ├── AccruedandDeferredIncomeNonCurrentBalanceSheet.cs
│   │   │   │   ├── AccumulatedDepreciationBalanceSheet.cs
│   │   │   │   ├── AdditionalPaidInCapitalBalanceSheet.cs
│   │   │   │   ├── AdvanceFromFederalHomeLoanBanksBalanceSheet.cs
│   │   │   │   ├── AdvancesfromCentralBanksBalanceSheet.cs
│   │   │   │   ├── AllTaxesPaidCashFlowStatement.cs
│   │   │   │   ├── AllowanceForDoubtfulAccountsReceivableBalanceSheet.cs
│   │   │   │   ├── AllowanceForLoansAndLeaseLossesBalanceSheet.cs
│   │   │   │   ├── AllowanceForNotesReceivableBalanceSheet.cs
│   │   │   │   ├── AmortizationCashFlowStatement.cs
│   │   │   │   ├── AmortizationIncomeStatement.cs
│   │   │   │   ├── AmortizationOfFinancingCostsAndDiscountsCashFlowStatement.cs
│   │   │   │   ├── AmortizationOfIntangiblesCashFlowStatement.cs
│   │   │   │   ├── AmortizationOfIntangiblesIncomeStatement.cs
│   │   │   │   ├── AmortizationOfSecuritiesCashFlowStatement.cs
│   │   │   │   ├── AmortizationSupplementalIncomeStatement.cs
│   │   │   │   ├── AssetClassification.cs
│   │   │   │   ├── AssetImpairmentChargeCashFlowStatement.cs
│   │   │   │   ├── AssetsHeldForSaleBalanceSheet.cs
│   │   │   │   ├── AssetsHeldForSaleCurrentBalanceSheet.cs
│   │   │   │   ├── AssetsHeldForSaleNonCurrentBalanceSheet.cs
│   │   │   │   ├── AssetsOfDiscontinuedOperationsBalanceSheet.cs
│   │   │   │   ├── AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet.cs
│   │   │   │   ├── AssetsTurnover.cs
│   │   │   │   ├── AuditorReportStatus.cs
│   │   │   │   ├── AvailableForSaleSecuritiesBalanceSheet.cs
│   │   │   │   ├── AverageDilutionEarningsIncomeStatement.cs
│   │   │   │   ├── BalanceSheet.cs
│   │   │   │   ├── BalanceSheetFileDate.cs
│   │   │   │   ├── BankIndebtednessBalanceSheet.cs
│   │   │   │   ├── BankLoansCurrentBalanceSheet.cs
│   │   │   │   ├── BankLoansNonCurrentBalanceSheet.cs
│   │   │   │   ├── BankLoansTotalBalanceSheet.cs
│   │   │   │   ├── BankOwnedLifeInsuranceBalanceSheet.cs
│   │   │   │   ├── BasicAccountingChange.cs
│   │   │   │   ├── BasicAverageShares.cs
│   │   │   │   ├── BasicContinuousOperations.cs
│   │   │   │   ├── BasicDiscontinuousOperations.cs
│   │   │   │   ├── BasicEPS.cs
│   │   │   │   ├── BasicEPSOtherGainsLosses.cs
│   │   │   │   ├── BasicExtraordinary.cs
│   │   │   │   ├── BeginningCashPositionCashFlowStatement.cs
│   │   │   │   ├── BiologicalAssetsBalanceSheet.cs
│   │   │   │   ├── BookValuePerShareGrowth.cs
│   │   │   │   ├── BuildingsAndImprovementsBalanceSheet.cs
│   │   │   │   ├── CFOGrowth.cs
│   │   │   │   ├── CapExGrowth.cs
│   │   │   │   ├── CapExReportedCashFlowStatement.cs
│   │   │   │   ├── CapExSalesRatio.cs
│   │   │   │   ├── CapitalExpenditureAnnual5YrGrowth.cs
│   │   │   │   ├── CapitalExpenditureCashFlowStatement.cs
│   │   │   │   ├── CapitalExpendituretoEBITDA.cs
│   │   │   │   ├── CapitalLeaseObligationsBalanceSheet.cs
│   │   │   │   ├── CapitalStockBalanceSheet.cs
│   │   │   │   ├── CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement.cs
│   │   │   │   ├── CashAndCashEquivalentsBalanceSheet.cs
│   │   │   │   ├── CashAndDueFromBanksBalanceSheet.cs
│   │   │   │   ├── CashBalanceSheet.cs
│   │   │   │   ├── CashCashEquivalentsAndFederalFundsSoldBalanceSheet.cs
│   │   │   │   ├── CashCashEquivalentsAndMarketableSecuritiesBalanceSheet.cs
│   │   │   │   ├── CashConversionCycle.cs
│   │   │   │   ├── CashDividendsForMinoritiesCashFlowStatement.cs
│   │   │   │   ├── CashDividendsPaidCashFlowStatement.cs
│   │   │   │   ├── CashEquivalentsBalanceSheet.cs
│   │   │   │   ├── CashFlowFileDate.cs
│   │   │   │   ├── CashFlowFromContinuingFinancingActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashFlowFromContinuingInvestingActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashFlowFromContinuingOperatingActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashFlowFromDiscontinuedOperationCashFlowStatement.cs
│   │   │   │   ├── CashFlowStatement.cs
│   │   │   │   ├── CashFlowfromFinancingGrowth.cs
│   │   │   │   ├── CashFlowfromInvestingGrowth.cs
│   │   │   │   ├── CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement.cs
│   │   │   │   ├── CashFromDiscontinuedFinancingActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashFromDiscontinuedInvestingActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashFromDiscontinuedOperatingActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashGeneratedfromOperatingActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashPaidforInsuranceActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashPaidtoReinsurersCashFlowStatement.cs
│   │   │   │   ├── CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement.cs
│   │   │   │   ├── CashPaymentsforLoansCashFlowStatement.cs
│   │   │   │   ├── CashRatio.cs
│   │   │   │   ├── CashRatioGrowth.cs
│   │   │   │   ├── CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement.cs
│   │   │   │   ├── CashReceiptsfromFeesandCommissionsCashFlowStatement.cs
│   │   │   │   ├── CashReceiptsfromLoansCashFlowStatement.cs
│   │   │   │   ├── CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement.cs
│   │   │   │   ├── CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashReceiptsfromTaxRefundsCashFlowStatement.cs
│   │   │   │   ├── CashReceivedfromInsuranceActivitiesCashFlowStatement.cs
│   │   │   │   ├── CashRestrictedOrPledgedBalanceSheet.cs
│   │   │   │   ├── CashtoTotalAssets.cs
│   │   │   │   ├── CededPremiumsIncomeStatement.cs
│   │   │   │   ├── ChangeInAccountPayableCashFlowStatement.cs
│   │   │   │   ├── ChangeInAccruedExpenseCashFlowStatement.cs
│   │   │   │   ├── ChangeInAccruedInvestmentIncomeCashFlowStatement.cs
│   │   │   │   ├── ChangeInDeferredAcquisitionCostsCashFlowStatement.cs
│   │   │   │   ├── ChangeInDeferredChargesCashFlowStatement.cs
│   │   │   │   ├── ChangeInDividendPayableCashFlowStatement.cs
│   │   │   │   ├── ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement.cs
│   │   │   │   ├── ChangeInFundsWithheldCashFlowStatement.cs
│   │   │   │   ├── ChangeInIncomeTaxPayableCashFlowStatement.cs
│   │   │   │   ├── ChangeInInterestPayableCashFlowStatement.cs
│   │   │   │   ├── ChangeInInventoryCashFlowStatement.cs
│   │   │   │   ├── ChangeInLoansCashFlowStatement.cs
│   │   │   │   ├── ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement.cs
│   │   │   │   ├── ChangeInOtherCurrentAssetsCashFlowStatement.cs
│   │   │   │   ├── ChangeInOtherCurrentLiabilitiesCashFlowStatement.cs
│   │   │   │   ├── ChangeInOtherWorkingCapitalCashFlowStatement.cs
│   │   │   │   ├── ChangeInPayableCashFlowStatement.cs
│   │   │   │   ├── ChangeInPayablesAndAccruedExpenseCashFlowStatement.cs
│   │   │   │   ├── ChangeInPrepaidAssetsCashFlowStatement.cs
│   │   │   │   ├── ChangeInReceivablesCashFlowStatement.cs
│   │   │   │   ├── ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement.cs
│   │   │   │   ├── ChangeInRestrictedCashCashFlowStatement.cs
│   │   │   │   ├── ChangeInTaxPayableCashFlowStatement.cs
│   │   │   │   ├── ChangeInTradingAccountSecuritiesCashFlowStatement.cs
│   │   │   │   ├── ChangeInUnearnedPremiumsCashFlowStatement.cs
│   │   │   │   ├── ChangeInWorkingCapitalCashFlowStatement.cs
│   │   │   │   ├── ChangeinAccruedIncomeCashFlowStatement.cs
│   │   │   │   ├── ChangeinAdvancesfromCentralBanksCashFlowStatement.cs
│   │   │   │   ├── ChangeinCashSupplementalAsReportedCashFlowStatement.cs
│   │   │   │   ├── ChangeinDeferredAcquisitionCostsNetCashFlowStatement.cs
│   │   │   │   ├── ChangeinDepositsbyBanksandCustomersCashFlowStatement.cs
│   │   │   │   ├── ChangeinFinancialAssetsCashFlowStatement.cs
│   │   │   │   ├── ChangeinFinancialLiabilitiesCashFlowStatement.cs
│   │   │   │   ├── ChangeinInsuranceContractAssetsCashFlowStatement.cs
│   │   │   │   ├── ChangeinInsuranceContractLiabilitiesCashFlowStatement.cs
│   │   │   │   ├── ChangeinInsuranceFundsCashFlowStatement.cs
│   │   │   │   ├── ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement.cs
│   │   │   │   ├── ChangeinInvestmentContractIncomeStatement.cs
│   │   │   │   ├── ChangeinInvestmentContractLiabilitiesCashFlowStatement.cs
│   │   │   │   ├── ChangeinReinsuranceReceivablesCashFlowStatement.cs
│   │   │   │   ├── ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement.cs
│   │   │   │   ├── ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement.cs
│   │   │   │   ├── ChangesInAccountReceivablesCashFlowStatement.cs
│   │   │   │   ├── ChangesInCashCashFlowStatement.cs
│   │   │   │   ├── ClaimsOutstandingBalanceSheet.cs
│   │   │   │   ├── ClaimsPaidCashFlowStatement.cs
│   │   │   │   ├── ClaimsandChangeinInsuranceLiabilitiesIncomeStatement.cs
│   │   │   │   ├── ClaimsandPaidIncurredIncomeStatement.cs
│   │   │   │   ├── ClassesofCashPaymentsCashFlowStatement.cs
│   │   │   │   ├── ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement.cs
│   │   │   │   ├── ComTreShaNumBalanceSheet.cs
│   │   │   │   ├── CommercialLoanBalanceSheet.cs
│   │   │   │   ├── CommercialPaperBalanceSheet.cs
│   │   │   │   ├── CommissionExpensesIncomeStatement.cs
│   │   │   │   ├── CommissionPaidCashFlowStatement.cs
│   │   │   │   ├── CommonEquityToAssets.cs
│   │   │   │   ├── CommonStockBalanceSheet.cs
│   │   │   │   ├── CommonStockDividendPaidCashFlowStatement.cs
│   │   │   │   ├── CommonStockEquityBalanceSheet.cs
│   │   │   │   ├── CommonStockIssuanceCashFlowStatement.cs
│   │   │   │   ├── CommonStockPaymentsCashFlowStatement.cs
│   │   │   │   ├── CommonUtilityPlantBalanceSheet.cs
│   │   │   │   ├── CompanyProfile.cs
│   │   │   │   ├── CompanyReference.cs
│   │   │   │   ├── ConstructionInProgressBalanceSheet.cs
│   │   │   │   ├── ConsumerLoanBalanceSheet.cs
│   │   │   │   ├── ContinuingAndDiscontinuedBasicEPS.cs
│   │   │   │   ├── ContinuingAndDiscontinuedDilutedEPS.cs
│   │   │   │   ├── ConvertibleLoansCurrentBalanceSheet.cs
│   │   │   │   ├── ConvertibleLoansNonCurrentBalanceSheet.cs
│   │   │   │   ├── ConvertibleLoansTotalBalanceSheet.cs
│   │   │   │   ├── CostOfRevenueIncomeStatement.cs
│   │   │   │   ├── CreditCardIncomeStatement.cs
│   │   │   │   ├── CreditLossesProvisionIncomeStatement.cs
│   │   │   │   ├── CreditRiskProvisionsIncomeStatement.cs
│   │   │   │   ├── CurrentAccruedExpensesBalanceSheet.cs
│   │   │   │   ├── CurrentAssetsBalanceSheet.cs
│   │   │   │   ├── CurrentCapitalLeaseObligationBalanceSheet.cs
│   │   │   │   ├── CurrentDebtAndCapitalLeaseObligationBalanceSheet.cs
│   │   │   │   ├── CurrentDebtBalanceSheet.cs
│   │   │   │   ├── CurrentDeferredAssetsBalanceSheet.cs
│   │   │   │   ├── CurrentDeferredLiabilitiesBalanceSheet.cs
│   │   │   │   ├── CurrentDeferredRevenueBalanceSheet.cs
│   │   │   │   ├── CurrentDeferredTaxesAssetsBalanceSheet.cs
│   │   │   │   ├── CurrentDeferredTaxesLiabilitiesBalanceSheet.cs
│   │   │   │   ├── CurrentLiabilitiesBalanceSheet.cs
│   │   │   │   ├── CurrentNotesPayableBalanceSheet.cs
│   │   │   │   ├── CurrentOtherFinancialLiabilitiesBalanceSheet.cs
│   │   │   │   ├── CurrentProvisionsBalanceSheet.cs
│   │   │   │   ├── CurrentRatio.cs
│   │   │   │   ├── CurrentRatioGrowth.cs
│   │   │   │   ├── CustomerAcceptancesBalanceSheet.cs
│   │   │   │   ├── CustomerAccountsBalanceSheet.cs
│   │   │   │   ├── DDACostofRevenueIncomeStatement.cs
│   │   │   │   ├── DPSGrowth.cs
│   │   │   │   ├── DaysInInventory.cs
│   │   │   │   ├── DaysInPayment.cs
│   │   │   │   ├── DaysInSales.cs
│   │   │   │   ├── DebtDueBeyondBalanceSheet.cs
│   │   │   │   ├── DebtDueInYear1BalanceSheet.cs
│   │   │   │   ├── DebtDueInYear2BalanceSheet.cs
│   │   │   │   ├── DebtDueInYear5BalanceSheet.cs
│   │   │   │   ├── DebtSecuritiesBalanceSheet.cs
│   │   │   │   ├── DebtSecuritiesinIssueBalanceSheet.cs
│   │   │   │   ├── DebtTotalBalanceSheet.cs
│   │   │   │   ├── DebttoAssets.cs
│   │   │   │   ├── DecreaseInInterestBearingDepositsInBankCashFlowStatement.cs
│   │   │   │   ├── DeferredAssetsBalanceSheet.cs
│   │   │   │   ├── DeferredCostsBalanceSheet.cs
│   │   │   │   ├── DeferredIncomeTaxCashFlowStatement.cs
│   │   │   │   ├── DeferredIncomeTotalBalanceSheet.cs
│   │   │   │   ├── DeferredPolicyAcquisitionCostsBalanceSheet.cs
│   │   │   │   ├── DeferredTaxAssetsBalanceSheet.cs
│   │   │   │   ├── DeferredTaxCashFlowStatement.cs
│   │   │   │   ├── DeferredTaxLiabilitiesTotalBalanceSheet.cs
│   │   │   │   ├── DefinedPensionBenefitBalanceSheet.cs
│   │   │   │   ├── DepletionCashFlowStatement.cs
│   │   │   │   ├── DepletionIncomeStatement.cs
│   │   │   │   ├── DepositCertificatesBalanceSheet.cs
│   │   │   │   ├── DepositsMadeunderAssumedReinsuranceContractBalanceSheet.cs
│   │   │   │   ├── DepositsReceivedunderCededInsuranceContractBalanceSheet.cs
│   │   │   │   ├── DepositsbyBankBalanceSheet.cs
│   │   │   │   ├── DepreciationAmortizationDepletionCashFlowStatement.cs
│   │   │   │   ├── DepreciationAmortizationDepletionIncomeStatement.cs
│   │   │   │   ├── DepreciationAndAmortizationCashFlowStatement.cs
│   │   │   │   ├── DepreciationAndAmortizationIncomeStatement.cs
│   │   │   │   ├── DepreciationCashFlowStatement.cs
│   │   │   │   ├── DepreciationIncomeStatement.cs
│   │   │   │   ├── DepreciationSupplementalIncomeStatement.cs
│   │   │   │   ├── DerivativeAssetsBalanceSheet.cs
│   │   │   │   ├── DerivativeProductLiabilitiesBalanceSheet.cs
│   │   │   │   ├── DilutedAccountingChange.cs
│   │   │   │   ├── DilutedAverageShares.cs
│   │   │   │   ├── DilutedContEPSGrowth.cs
│   │   │   │   ├── DilutedContinuousOperations.cs
│   │   │   │   ├── DilutedDiscontinuousOperations.cs
│   │   │   │   ├── DilutedEPS.cs
│   │   │   │   ├── DilutedEPSGrowth.cs
│   │   │   │   ├── DilutedEPSOtherGainsLosses.cs
│   │   │   │   ├── DilutedExtraordinary.cs
│   │   │   │   ├── DilutedNIAvailtoComStockholdersIncomeStatement.cs
│   │   │   │   ├── DividendCoverageRatio.cs
│   │   │   │   ├── DividendIncomeIncomeStatement.cs
│   │   │   │   ├── DividendPaidCFOCashFlowStatement.cs
│   │   │   │   ├── DividendPerShare.cs
│   │   │   │   ├── DividendReceivedCFOCashFlowStatement.cs
│   │   │   │   ├── DividendsPaidDirectCashFlowStatement.cs
│   │   │   │   ├── DividendsPayableBalanceSheet.cs
│   │   │   │   ├── DividendsReceivedCFICashFlowStatement.cs
│   │   │   │   ├── DividendsReceivedDirectCashFlowStatement.cs
│   │   │   │   ├── DueFromRelatedPartiesBalanceSheet.cs
│   │   │   │   ├── DuefromRelatedPartiesCurrentBalanceSheet.cs
│   │   │   │   ├── DuefromRelatedPartiesNonCurrentBalanceSheet.cs
│   │   │   │   ├── DuetoRelatedPartiesBalanceSheet.cs
│   │   │   │   ├── DuetoRelatedPartiesCurrentBalanceSheet.cs
│   │   │   │   ├── DuetoRelatedPartiesNonCurrentBalanceSheet.cs
│   │   │   │   ├── EBITDAGrowth.cs
│   │   │   │   ├── EBITDAIncomeStatement.cs
│   │   │   │   ├── EBITDAMargin.cs
│   │   │   │   ├── EBITIncomeStatement.cs
│   │   │   │   ├── EBITMargin.cs
│   │   │   │   ├── EarningRatios.cs
│   │   │   │   ├── EarningReports.cs
│   │   │   │   ├── EarningReportsAccessionNumber.cs
│   │   │   │   ├── EarningReportsFileDate.cs
│   │   │   │   ├── EarningReportsFormType.cs
│   │   │   │   ├── EarningReportsPeriodEndingDate.cs
│   │   │   │   ├── EarningReportsPeriodType.cs
│   │   │   │   ├── EarningsFromEquityInterestIncomeStatement.cs
│   │   │   │   ├── EarningsLossesFromEquityInvestmentsCashFlowStatement.cs
│   │   │   │   ├── EarningsfromEquityInterestNetOfTaxIncomeStatement.cs
│   │   │   │   ├── EffectOfExchangeRateChangesCashFlowStatement.cs
│   │   │   │   ├── EffectiveTaxRateAsReportedIncomeStatement.cs
│   │   │   │   ├── ElectricUtilityPlantBalanceSheet.cs
│   │   │   │   ├── EmployeeBenefitsBalanceSheet.cs
│   │   │   │   ├── EndCashPositionCashFlowStatement.cs
│   │   │   │   ├── EquipmentIncomeStatement.cs
│   │   │   │   ├── EquityAttributableToOwnersOfParentBalanceSheet.cs
│   │   │   │   ├── EquityInvestmentsBalanceSheet.cs
│   │   │   │   ├── EquityPerShareGrowth.cs
│   │   │   │   ├── EquitySharesInvestmentsBalanceSheet.cs
│   │   │   │   ├── ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement.cs
│   │   │   │   ├── ExciseTaxesIncomeStatement.cs
│   │   │   │   ├── ExpenseRatio.cs
│   │   │   │   ├── ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement.cs
│   │   │   │   ├── FCFGrowth.cs
│   │   │   │   ├── FCFNetIncomeRatio.cs
│   │   │   │   ├── FCFPerShareGrowth.cs
│   │   │   │   ├── FCFSalesRatio.cs
│   │   │   │   ├── FCFtoCFO.cs
│   │   │   │   ├── FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet.cs
│   │   │   │   ├── FederalFundsPurchasedBalanceSheet.cs
│   │   │   │   ├── FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet.cs
│   │   │   │   ├── FederalFundsSoldBalanceSheet.cs
│   │   │   │   ├── FederalHomeLoanBankStockBalanceSheet.cs
│   │   │   │   ├── FeeRevenueAndOtherIncomeIncomeStatement.cs
│   │   │   │   ├── FeesAndCommissionsIncomeStatement.cs
│   │   │   │   ├── FeesandCommissionExpenseIncomeStatement.cs
│   │   │   │   ├── FeesandCommissionIncomeIncomeStatement.cs
│   │   │   │   ├── FinanceLeaseReceivablesBalanceSheet.cs
│   │   │   │   ├── FinanceLeaseReceivablesCurrentBalanceSheet.cs
│   │   │   │   ├── FinanceLeaseReceivablesNonCurrentBalanceSheet.cs
│   │   │   │   ├── FinancialAssetsBalanceSheet.cs
│   │   │   │   ├── FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet.cs
│   │   │   │   ├── FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet.cs
│   │   │   │   ├── FinancialLeverage.cs
│   │   │   │   ├── FinancialLiabilitiesCurrentBalanceSheet.cs
│   │   │   │   ├── FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet.cs
│   │   │   │   ├── FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet.cs
│   │   │   │   ├── FinancialLiabilitiesNonCurrentBalanceSheet.cs
│   │   │   │   ├── FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet.cs
│   │   │   │   ├── FinancialStatements.cs
│   │   │   │   ├── FinancialStatementsAccessionNumber.cs
│   │   │   │   ├── FinancialStatementsFileDate.cs
│   │   │   │   ├── FinancialStatementsFormType.cs
│   │   │   │   ├── FinancialStatementsPeriodEndingDate.cs
│   │   │   │   ├── FinancialStatementsPeriodType.cs
│   │   │   │   ├── FinancingCashFlowCashFlowStatement.cs
│   │   │   │   ├── FineFundamental.cs
│   │   │   │   ├── FinishedGoodsBalanceSheet.cs
│   │   │   │   ├── FixAssetsTuronver.cs
│   │   │   │   ├── FixedAssetsRevaluationReserveBalanceSheet.cs
│   │   │   │   ├── FixedMaturityInvestmentsBalanceSheet.cs
│   │   │   │   ├── FlightFleetVehicleAndRelatedEquipmentsBalanceSheet.cs
│   │   │   │   ├── ForeclosedAssetsBalanceSheet.cs
│   │   │   │   ├── ForeignCurrencyTranslationAdjustmentsBalanceSheet.cs
│   │   │   │   ├── ForeignExchangeTradingGainsIncomeStatement.cs
│   │   │   │   ├── FreeCashFlowCashFlowStatement.cs
│   │   │   │   ├── FuelAndPurchasePowerIncomeStatement.cs
│   │   │   │   ├── FuelIncomeStatement.cs
│   │   │   │   ├── FundFromOperationCashFlowStatement.cs
│   │   │   │   ├── FuturePolicyBenefitsBalanceSheet.cs
│   │   │   │   ├── GainLossOnInvestmentSecuritiesCashFlowStatement.cs
│   │   │   │   ├── GainLossOnSaleOfBusinessCashFlowStatement.cs
│   │   │   │   ├── GainLossOnSaleOfPPECashFlowStatement.cs
│   │   │   │   ├── GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement.cs
│   │   │   │   ├── GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement.cs
│   │   │   │   ├── GainLossonSaleofAssetsIncomeStatement.cs
│   │   │   │   ├── GainOnSaleOfBusinessIncomeStatement.cs
│   │   │   │   ├── GainOnSaleOfPPEIncomeStatement.cs
│   │   │   │   ├── GainOnSaleOfSecurityIncomeStatement.cs
│   │   │   │   ├── GainonInvestmentPropertiesIncomeStatement.cs
│   │   │   │   ├── GainonSaleofInvestmentPropertyIncomeStatement.cs
│   │   │   │   ├── GainonSaleofLoansIncomeStatement.cs
│   │   │   │   ├── GainsLossesNotAffectingRetainedEarningsBalanceSheet.cs
│   │   │   │   ├── GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement.cs
│   │   │   │   ├── GeneralAndAdministrativeExpenseIncomeStatement.cs
│   │   │   │   ├── GeneralPartnershipCapitalBalanceSheet.cs
│   │   │   │   ├── GoodwillAndOtherIntangibleAssetsBalanceSheet.cs
│   │   │   │   ├── GoodwillBalanceSheet.cs
│   │   │   │   ├── GrossAccountsReceivableBalanceSheet.cs
│   │   │   │   ├── GrossDividendPaymentIncomeStatement.cs
│   │   │   │   ├── GrossLoanBalanceSheet.cs
│   │   │   │   ├── GrossMargin.cs
│   │   │   │   ├── GrossMargin5YrAvg.cs
│   │   │   │   ├── GrossNotesReceivableBalanceSheet.cs
│   │   │   │   ├── GrossPPEBalanceSheet.cs
│   │   │   │   ├── GrossPremiumsWrittenIncomeStatement.cs
│   │   │   │   ├── GrossProfitAnnual5YrGrowth.cs
│   │   │   │   ├── GrossProfitIncomeStatement.cs
│   │   │   │   ├── HedgingAssetsCurrentBalanceSheet.cs
│   │   │   │   ├── HeldToMaturitySecuritiesBalanceSheet.cs
│   │   │   │   ├── ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement.cs
│   │   │   │   ├── ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement.cs
│   │   │   │   ├── ImpairmentOfCapitalAssetsIncomeStatement.cs
│   │   │   │   ├── IncomeStatement.cs
│   │   │   │   ├── IncomeStatementFileDate.cs
│   │   │   │   ├── IncomeTaxPaidSupplementalDataCashFlowStatement.cs
│   │   │   │   ├── IncomeTaxPayableBalanceSheet.cs
│   │   │   │   ├── IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement.cs
│   │   │   │   ├── IncreaseDecreaseInDepositCashFlowStatement.cs
│   │   │   │   ├── IncreaseDecreaseInLeaseFinancingCashFlowStatement.cs
│   │   │   │   ├── IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement.cs
│   │   │   │   ├── IncreaseInInterestBearingDepositsInBankCashFlowStatement.cs
│   │   │   │   ├── IncreaseInLeaseFinancingCashFlowStatement.cs
│   │   │   │   ├── InsuranceAndClaimsIncomeStatement.cs
│   │   │   │   ├── InsuranceContractAssetsBalanceSheet.cs
│   │   │   │   ├── InsuranceContractLiabilitiesBalanceSheet.cs
│   │   │   │   ├── InsuranceFundsNonCurrentBalanceSheet.cs
│   │   │   │   ├── InterestBearingBorrowingsNonCurrentBalanceSheet.cs
│   │   │   │   ├── InterestBearingDepositsAssetsBalanceSheet.cs
│   │   │   │   ├── InterestBearingDepositsLiabilitiesBalanceSheet.cs
│   │   │   │   ├── InterestCoverage.cs
│   │   │   │   ├── InterestCreditedOnPolicyholderDepositsCashFlowStatement.cs
│   │   │   │   ├── InterestExpenseForDepositIncomeStatement.cs
│   │   │   │   ├── InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement.cs
│   │   │   │   ├── InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement.cs
│   │   │   │   ├── InterestExpenseForShortTermDebtIncomeStatement.cs
│   │   │   │   ├── InterestExpenseIncomeStatement.cs
│   │   │   │   ├── InterestExpenseNonOperatingIncomeStatement.cs
│   │   │   │   ├── InterestIncomeAfterProvisionForLoanLossIncomeStatement.cs
│   │   │   │   ├── InterestIncomeFromDepositsIncomeStatement.cs
│   │   │   │   ├── InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement.cs
│   │   │   │   ├── InterestIncomeFromLeasesIncomeStatement.cs
│   │   │   │   ├── InterestIncomeFromLoansAndLeaseIncomeStatement.cs
│   │   │   │   ├── InterestIncomeFromLoansIncomeStatement.cs
│   │   │   │   ├── InterestIncomeFromSecuritiesIncomeStatement.cs
│   │   │   │   ├── InterestIncomeIncomeStatement.cs
│   │   │   │   ├── InterestIncomeNonOperatingIncomeStatement.cs
│   │   │   │   ├── InterestPaidCFFCashFlowStatement.cs
│   │   │   │   ├── InterestPaidCFOCashFlowStatement.cs
│   │   │   │   ├── InterestPaidDirectCashFlowStatement.cs
│   │   │   │   ├── InterestPaidSupplementalDataCashFlowStatement.cs
│   │   │   │   ├── InterestPayableBalanceSheet.cs
│   │   │   │   ├── InterestReceivedCFICashFlowStatement.cs
│   │   │   │   ├── InterestReceivedCFOCashFlowStatement.cs
│   │   │   │   ├── InterestReceivedDirectCashFlowStatement.cs
│   │   │   │   ├── InterestandCommissionPaidCashFlowStatement.cs
│   │   │   │   ├── InventoriesAdjustmentsAllowancesBalanceSheet.cs
│   │   │   │   ├── InventoryBalanceSheet.cs
│   │   │   │   ├── InventoryTurnover.cs
│   │   │   │   ├── InventoryValuationMethod.cs
│   │   │   │   ├── InvestedCapitalBalanceSheet.cs
│   │   │   │   ├── InvestingCashFlowCashFlowStatement.cs
│   │   │   │   ├── InvestmentBankingProfitIncomeStatement.cs
│   │   │   │   ├── InvestmentContractLiabilitiesBalanceSheet.cs
│   │   │   │   ├── InvestmentContractLiabilitiesIncurredIncomeStatement.cs
│   │   │   │   ├── InvestmentPropertiesBalanceSheet.cs
│   │   │   │   ├── InvestmentinFinancialAssetsBalanceSheet.cs
│   │   │   │   ├── InvestmentsAndAdvancesBalanceSheet.cs
│   │   │   │   ├── InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet.cs
│   │   │   │   ├── InvestmentsinAssociatesatCostBalanceSheet.cs
│   │   │   │   ├── InvestmentsinJointVenturesatCostBalanceSheet.cs
│   │   │   │   ├── InvestmentsinSubsidiariesatCostBalanceSheet.cs
│   │   │   │   ├── IssuanceOfCapitalStockCashFlowStatement.cs
│   │   │   │   ├── IssuanceOfDebtCashFlowStatement.cs
│   │   │   │   ├── IssueExpensesCashFlowStatement.cs
│   │   │   │   ├── ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet.cs
│   │   │   │   ├── LandAndImprovementsBalanceSheet.cs
│   │   │   │   ├── LeasesBalanceSheet.cs
│   │   │   │   ├── LiabilitiesHeldforSaleCurrentBalanceSheet.cs
│   │   │   │   ├── LiabilitiesHeldforSaleNonCurrentBalanceSheet.cs
│   │   │   │   ├── LiabilitiesHeldforSaleTotalBalanceSheet.cs
│   │   │   │   ├── LiabilitiesOfDiscontinuedOperationsBalanceSheet.cs
│   │   │   │   ├── LimitedPartnershipCapitalBalanceSheet.cs
│   │   │   │   ├── LineOfCreditBalanceSheet.cs
│   │   │   │   ├── LoansHeldForSaleBalanceSheet.cs
│   │   │   │   ├── LoansReceivableBalanceSheet.cs
│   │   │   │   ├── LoansandAdvancestoBankBalanceSheet.cs
│   │   │   │   ├── LoansandAdvancestoCustomerBalanceSheet.cs
│   │   │   │   ├── LongTermCapitalLeaseObligationBalanceSheet.cs
│   │   │   │   ├── LongTermDebtAndCapitalLeaseObligationBalanceSheet.cs
│   │   │   │   ├── LongTermDebtBalanceSheet.cs
│   │   │   │   ├── LongTermDebtEquityRatio.cs
│   │   │   │   ├── LongTermDebtIssuanceCashFlowStatement.cs
│   │   │   │   ├── LongTermDebtPaymentsCashFlowStatement.cs
│   │   │   │   ├── LongTermDebtTotalCapitalRatio.cs
│   │   │   │   ├── LongTermInvestmentsBalanceSheet.cs
│   │   │   │   ├── LongTermProvisionsBalanceSheet.cs
│   │   │   │   ├── LossAdjustmentExpenseIncomeStatement.cs
│   │   │   │   ├── LossRatio.cs
│   │   │   │   ├── LossonExtinguishmentofDebtIncomeStatement.cs
│   │   │   │   ├── MachineryFurnitureEquipmentBalanceSheet.cs
│   │   │   │   ├── MaintenanceAndRepairsIncomeStatement.cs
│   │   │   │   ├── MaterialsAndSuppliesBalanceSheet.cs
│   │   │   │   ├── MineralPropertiesBalanceSheet.cs
│   │   │   │   ├── MinimumPensionLiabilitiesBalanceSheet.cs
│   │   │   │   ├── MinorityInterestBalanceSheet.cs
│   │   │   │   ├── MinorityInterestCashFlowStatement.cs
│   │   │   │   ├── MinorityInterestsIncomeStatement.cs
│   │   │   │   ├── MoneyMarketInvestmentsBalanceSheet.cs
│   │   │   │   ├── MortgageAndConsumerloansBalanceSheet.cs
│   │   │   │   ├── MortgageLoanBalanceSheet.cs
│   │   │   │   ├── NaturalGasFuelAndOtherBalanceSheet.cs
│   │   │   │   ├── NegativeGoodwillImmediatelyRecognizedIncomeStatement.cs
│   │   │   │   ├── NetBusinessPurchaseAndSaleCashFlowStatement.cs
│   │   │   │   ├── NetCashFromDiscontinuedOperationsCashFlowStatement.cs
│   │   │   │   ├── NetCommonStockIssuanceCashFlowStatement.cs
│   │   │   │   ├── NetDebtBalanceSheet.cs
│   │   │   │   ├── NetForeignCurrencyExchangeGainLossCashFlowStatement.cs
│   │   │   │   ├── NetForeignExchangeGainLossIncomeStatement.cs
│   │   │   │   ├── NetIncomeCommonStockholdersIncomeStatement.cs
│   │   │   │   ├── NetIncomeContOpsGrowth.cs
│   │   │   │   ├── NetIncomeContinuousOperationsIncomeStatement.cs
│   │   │   │   ├── NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement.cs
│   │   │   │   ├── NetIncomeDiscontinuousOperationsIncomeStatement.cs
│   │   │   │   ├── NetIncomeExtraordinaryIncomeStatement.cs
│   │   │   │   ├── NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement.cs
│   │   │   │   ├── NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement.cs
│   │   │   │   ├── NetIncomeFromContinuingOperationsCashFlowStatement.cs
│   │   │   │   ├── NetIncomeFromTaxLossCarryforwardIncomeStatement.cs
│   │   │   │   ├── NetIncomeGrowth.cs
│   │   │   │   ├── NetIncomeIncludingNoncontrollingInterestsIncomeStatement.cs
│   │   │   │   ├── NetIncomeIncomeStatement.cs
│   │   │   │   ├── NetIncomePerEmployee.cs
│   │   │   │   ├── NetIntangiblesPurchaseAndSaleCashFlowStatement.cs
│   │   │   │   ├── NetInterestIncomeIncomeStatement.cs
│   │   │   │   ├── NetInvestmentIncomeIncomeStatement.cs
│   │   │   │   ├── NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement.cs
│   │   │   │   ├── NetInvestmentPurchaseAndSaleCashFlowStatement.cs
│   │   │   │   ├── NetIssuancePaymentsOfDebtCashFlowStatement.cs
│   │   │   │   ├── NetLoanBalanceSheet.cs
│   │   │   │   ├── NetLongTermDebtIssuanceCashFlowStatement.cs
│   │   │   │   ├── NetMargin.cs
│   │   │   │   ├── NetNonOperatingInterestIncomeExpenseIncomeStatement.cs
│   │   │   │   ├── NetOccupancyExpenseIncomeStatement.cs
│   │   │   │   ├── NetOtherFinancingChargesCashFlowStatement.cs
│   │   │   │   ├── NetOtherInvestingChangesCashFlowStatement.cs
│   │   │   │   ├── NetOutwardLoansCashFlowStatement.cs
│   │   │   │   ├── NetPPEBalanceSheet.cs
│   │   │   │   ├── NetPPEPurchaseAndSaleCashFlowStatement.cs
│   │   │   │   ├── NetPolicyholderBenefitsAndClaimsIncomeStatement.cs
│   │   │   │   ├── NetPreferredStockIssuanceCashFlowStatement.cs
│   │   │   │   ├── NetPremiumsWrittenIncomeStatement.cs
│   │   │   │   ├── NetProceedsPaymentForLoanCashFlowStatement.cs
│   │   │   │   ├── NetRealizedGainLossOnInvestmentsIncomeStatement.cs
│   │   │   │   ├── NetShortTermDebtIssuanceCashFlowStatement.cs
│   │   │   │   ├── NetTangibleAssetsBalanceSheet.cs
│   │   │   │   ├── NetTradingIncomeIncomeStatement.cs
│   │   │   │   ├── NetUtilityPlantBalanceSheet.cs
│   │   │   │   ├── NonCurrentAccountsReceivableBalanceSheet.cs
│   │   │   │   ├── NonCurrentAccruedExpensesBalanceSheet.cs
│   │   │   │   ├── NonCurrentDeferredAssetsBalanceSheet.cs
│   │   │   │   ├── NonCurrentDeferredLiabilitiesBalanceSheet.cs
│   │   │   │   ├── NonCurrentDeferredRevenueBalanceSheet.cs
│   │   │   │   ├── NonCurrentDeferredTaxesAssetsBalanceSheet.cs
│   │   │   │   ├── NonCurrentDeferredTaxesLiabilitiesBalanceSheet.cs
│   │   │   │   ├── NonCurrentNoteReceivablesBalanceSheet.cs
│   │   │   │   ├── NonCurrentOtherFinancialLiabilitiesBalanceSheet.cs
│   │   │   │   ├── NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet.cs
│   │   │   │   ├── NonCurrentPrepaidAssetsBalanceSheet.cs
│   │   │   │   ├── NonInterestBearingBorrowingsCurrentBalanceSheet.cs
│   │   │   │   ├── NonInterestBearingBorrowingsNonCurrentBalanceSheet.cs
│   │   │   │   ├── NonInterestBearingBorrowingsTotalBalanceSheet.cs
│   │   │   │   ├── NonInterestBearingDepositsBalanceSheet.cs
│   │   │   │   ├── NonInterestExpenseIncomeStatement.cs
│   │   │   │   ├── NonInterestIncomeIncomeStatement.cs
│   │   │   │   ├── NormalizedBasicEPS.cs
│   │   │   │   ├── NormalizedBasicEPSGrowth.cs
│   │   │   │   ├── NormalizedDilutedEPS.cs
│   │   │   │   ├── NormalizedDilutedEPSGrowth.cs
│   │   │   │   ├── NormalizedEBITAsReportedIncomeStatement.cs
│   │   │   │   ├── NormalizedEBITDAAsReportedIncomeStatement.cs
│   │   │   │   ├── NormalizedEBITDAIncomeStatement.cs
│   │   │   │   ├── NormalizedIncomeAsReportedIncomeStatement.cs
│   │   │   │   ├── NormalizedIncomeIncomeStatement.cs
│   │   │   │   ├── NormalizedNetProfitMargin.cs
│   │   │   │   ├── NormalizedOperatingProfitAsReportedIncomeStatement.cs
│   │   │   │   ├── NormalizedPreTaxIncomeIncomeStatement.cs
│   │   │   │   ├── NormalizedROIC.cs
│   │   │   │   ├── NotesReceivableBalanceSheet.cs
│   │   │   │   ├── NumberOfShareHolders.cs
│   │   │   │   ├── OccupancyAndEquipmentIncomeStatement.cs
│   │   │   │   ├── OperatingCashFlowCashFlowStatement.cs
│   │   │   │   ├── OperatingExpenseAsReportedIncomeStatement.cs
│   │   │   │   ├── OperatingExpenseIncomeStatement.cs
│   │   │   │   ├── OperatingGainsLossesCashFlowStatement.cs
│   │   │   │   ├── OperatingIncomeIncomeStatement.cs
│   │   │   │   ├── OperatingLeaseAssetsBalanceSheet.cs
│   │   │   │   ├── OperatingRevenueIncomeStatement.cs
│   │   │   │   ├── OperationAndMaintenanceIncomeStatement.cs
│   │   │   │   ├── OperationIncomeGrowth.cs
│   │   │   │   ├── OperationMargin.cs
│   │   │   │   ├── OperationRatios.cs
│   │   │   │   ├── OperationRevenueGrowth3MonthAvg.cs
│   │   │   │   ├── OrdinarySharesNumberBalanceSheet.cs
│   │   │   │   ├── OtherAssetsBalanceSheet.cs
│   │   │   │   ├── OtherBorrowedFundsBalanceSheet.cs
│   │   │   │   ├── OtherCapitalStockBalanceSheet.cs
│   │   │   │   ├── OtherCashAdjustExcludeFromChangeinCashCashFlowStatement.cs
│   │   │   │   ├── OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement.cs
│   │   │   │   ├── OtherCashPaymentsfromOperatingActivitiesCashFlowStatement.cs
│   │   │   │   ├── OtherCashReceiptsfromOperatingActivitiesCashFlowStatement.cs
│   │   │   │   ├── OtherCostofRevenueIncomeStatement.cs
│   │   │   │   ├── OtherCurrentAssetsBalanceSheet.cs
│   │   │   │   ├── OtherCurrentBorrowingsBalanceSheet.cs
│   │   │   │   ├── OtherCurrentLiabilitiesBalanceSheet.cs
│   │   │   │   ├── OtherCustomerServicesIncomeStatement.cs
│   │   │   │   ├── OtherEquityAdjustmentsBalanceSheet.cs
│   │   │   │   ├── OtherEquityInterestBalanceSheet.cs
│   │   │   │   ├── OtherFinancialLiabilitiesBalanceSheet.cs
│   │   │   │   ├── OtherGAIncomeStatement.cs
│   │   │   │   ├── OtherIncomeExpenseIncomeStatement.cs
│   │   │   │   ├── OtherIntangibleAssetsBalanceSheet.cs
│   │   │   │   ├── OtherInterestExpenseIncomeStatement.cs
│   │   │   │   ├── OtherInterestIncomeIncomeStatement.cs
│   │   │   │   ├── OtherInventoriesBalanceSheet.cs
│   │   │   │   ├── OtherInvestedAssetsBalanceSheet.cs
│   │   │   │   ├── OtherInvestmentsBalanceSheet.cs
│   │   │   │   ├── OtherLiabilitiesBalanceSheet.cs
│   │   │   │   ├── OtherLoanAssetsBalanceSheet.cs
│   │   │   │   ├── OtherLoansCurrentBalanceSheet.cs
│   │   │   │   ├── OtherLoansNonCurrentBalanceSheet.cs
│   │   │   │   ├── OtherLoansTotalBalanceSheet.cs
│   │   │   │   ├── OtherNonCashItemsCashFlowStatement.cs
│   │   │   │   ├── OtherNonCurrentAssetsBalanceSheet.cs
│   │   │   │   ├── OtherNonCurrentLiabilitiesBalanceSheet.cs
│   │   │   │   ├── OtherNonInterestExpenseIncomeStatement.cs
│   │   │   │   ├── OtherNonInterestIncomeIncomeStatement.cs
│   │   │   │   ├── OtherNonOperatingExpensesIncomeStatement.cs
│   │   │   │   ├── OtherNonOperatingIncomeExpensesIncomeStatement.cs
│   │   │   │   ├── OtherNonOperatingIncomeIncomeStatement.cs
│   │   │   │   ├── OtherOperatingExpensesIncomeStatement.cs
│   │   │   │   ├── OtherOperatingIncomeTotalIncomeStatement.cs
│   │   │   │   ├── OtherOperatingInflowsOutflowsofCashCashFlowStatement.cs
│   │   │   │   ├── OtherPayableBalanceSheet.cs
│   │   │   │   ├── OtherPropertiesBalanceSheet.cs
│   │   │   │   ├── OtherRealEstateOwnedBalanceSheet.cs
│   │   │   │   ├── OtherReceivablesBalanceSheet.cs
│   │   │   │   ├── OtherReservesBalanceSheet.cs
│   │   │   │   ├── OtherShortTermInvestmentsBalanceSheet.cs
│   │   │   │   ├── OtherSpecialChargesIncomeStatement.cs
│   │   │   │   ├── OtherStaffCostsIncomeStatement.cs
│   │   │   │   ├── OtherTaxesIncomeStatement.cs
│   │   │   │   ├── OtherUnderwritingExpensesPaidCashFlowStatement.cs
│   │   │   │   ├── OtherunderPreferredStockDividendIncomeStatement.cs
│   │   │   │   ├── PayablesAndAccruedExpensesBalanceSheet.cs
│   │   │   │   ├── PayablesBalanceSheet.cs
│   │   │   │   ├── PaymentForLoansCashFlowStatement.cs
│   │   │   │   ├── PaymentTurnover.cs
│   │   │   │   ├── PaymentsonBehalfofEmployeesCashFlowStatement.cs
│   │   │   │   ├── PaymentstoSuppliersforGoodsandServicesCashFlowStatement.cs
│   │   │   │   ├── PensionAndEmployeeBenefitExpenseCashFlowStatement.cs
│   │   │   │   ├── PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet.cs
│   │   │   │   ├── PensionCostsIncomeStatement.cs
│   │   │   │   ├── PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet.cs
│   │   │   │   ├── PeriodAuditor.cs
│   │   │   │   ├── PolicyAcquisitionExpenseIncomeStatement.cs
│   │   │   │   ├── PolicyLoansBalanceSheet.cs
│   │   │   │   ├── PolicyReservesBenefitsBalanceSheet.cs
│   │   │   │   ├── PolicyholderBenefitsCededIncomeStatement.cs
│   │   │   │   ├── PolicyholderBenefitsGrossIncomeStatement.cs
│   │   │   │   ├── PolicyholderDepositInvestmentReceivedCashFlowStatement.cs
│   │   │   │   ├── PolicyholderDividendsIncomeStatement.cs
│   │   │   │   ├── PolicyholderFundsBalanceSheet.cs
│   │   │   │   ├── PolicyholderInterestIncomeStatement.cs
│   │   │   │   ├── PostTaxMargin5YrAvg.cs
│   │   │   │   ├── PreTaxMargin5YrAvg.cs
│   │   │   │   ├── PreTreShaNumBalanceSheet.cs
│   │   │   │   ├── PreferredSecuritiesOutsideStockEquityBalanceSheet.cs
│   │   │   │   ├── PreferredSharesNumberBalanceSheet.cs
│   │   │   │   ├── PreferredStockBalanceSheet.cs
│   │   │   │   ├── PreferredStockDividendPaidCashFlowStatement.cs
│   │   │   │   ├── PreferredStockDividendsIncomeStatement.cs
│   │   │   │   ├── PreferredStockEquityBalanceSheet.cs
│   │   │   │   ├── PreferredStockIssuanceCashFlowStatement.cs
│   │   │   │   ├── PreferredStockPaymentsCashFlowStatement.cs
│   │   │   │   ├── PremiumReceivedCashFlowStatement.cs
│   │   │   │   ├── PrepaidAssetsBalanceSheet.cs
│   │   │   │   ├── PretaxIncomeIncomeStatement.cs
│   │   │   │   ├── PretaxMargin.cs
│   │   │   │   ├── ProceedsFromLoansCashFlowStatement.cs
│   │   │   │   ├── ProceedsFromStockOptionExercisedCashFlowStatement.cs
│   │   │   │   ├── ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement.cs
│   │   │   │   ├── ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement.cs
│   │   │   │   ├── ProfessionalExpenseAndContractServicesExpenseIncomeStatement.cs
│   │   │   │   ├── ProfitMargin5YrAvg.cs
│   │   │   │   ├── ProfitOnDisposalsCashFlowStatement.cs
│   │   │   │   ├── PropertiesBalanceSheet.cs
│   │   │   │   ├── ProvisionForDoubtfulAccountsIncomeStatement.cs
│   │   │   │   ├── ProvisionForLoanLeaseAndOtherLossesCashFlowStatement.cs
│   │   │   │   ├── ProvisionandWriteOffofAssetsCashFlowStatement.cs
│   │   │   │   ├── ProvisionsTotalBalanceSheet.cs
│   │   │   │   ├── PurchaseOfBusinessCashFlowStatement.cs
│   │   │   │   ├── PurchaseOfIntangiblesCashFlowStatement.cs
│   │   │   │   ├── PurchaseOfInvestmentCashFlowStatement.cs
│   │   │   │   ├── PurchaseOfInvestmentPropertiesCashFlowStatement.cs
│   │   │   │   ├── PurchaseOfJointVentureAssociateCashFlowStatement.cs
│   │   │   │   ├── PurchaseOfPPECashFlowStatement.cs
│   │   │   │   ├── PurchaseOfSubsidiariesCashFlowStatement.cs
│   │   │   │   ├── QuickRatio.cs
│   │   │   │   ├── ROA.cs
│   │   │   │   ├── ROA5YrAvg.cs
│   │   │   │   ├── ROE.cs
│   │   │   │   ├── ROE5YrAvg.cs
│   │   │   │   ├── ROIC.cs
│   │   │   │   ├── RawMaterialsBalanceSheet.cs
│   │   │   │   ├── RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement.cs
│   │   │   │   ├── ReceiptsfromCustomersCashFlowStatement.cs
│   │   │   │   ├── ReceiptsfromGovernmentGrantsCashFlowStatement.cs
│   │   │   │   ├── ReceivableTurnover.cs
│   │   │   │   ├── ReceivablesAdjustmentsAllowancesBalanceSheet.cs
│   │   │   │   ├── ReceivablesBalanceSheet.cs
│   │   │   │   ├── ReconciledCostOfRevenueIncomeStatement.cs
│   │   │   │   ├── ReconciledDepreciationIncomeStatement.cs
│   │   │   │   ├── RegressionGrowthOperatingRevenue5Years.cs
│   │   │   │   ├── RegressionGrowthofDividends5Years.cs
│   │   │   │   ├── RegulatoryAssetsBalanceSheet.cs
│   │   │   │   ├── RegulatoryLiabilitiesBalanceSheet.cs
│   │   │   │   ├── ReinsuranceAssetsBalanceSheet.cs
│   │   │   │   ├── ReinsuranceBalancesPayableBalanceSheet.cs
│   │   │   │   ├── ReinsuranceRecoverableBalanceSheet.cs
│   │   │   │   ├── ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement.cs
│   │   │   │   ├── ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement.cs
│   │   │   │   ├── ReinsuranceRecoveriesofInvestmentContractIncomeStatement.cs
│   │   │   │   ├── ReinsuranceandOtherRecoveriesReceivedCashFlowStatement.cs
│   │   │   │   ├── RentAndLandingFeesIncomeStatement.cs
│   │   │   │   ├── RentExpenseSupplementalIncomeStatement.cs
│   │   │   │   ├── RentandLandingFeesCostofRevenueIncomeStatement.cs
│   │   │   │   ├── ReorganizationOtherCostsCashFlowStatement.cs
│   │   │   │   ├── RepaymentInLeaseFinancingCashFlowStatement.cs
│   │   │   │   ├── RepaymentOfDebtCashFlowStatement.cs
│   │   │   │   ├── ReportedNormalizedBasicEPS.cs
│   │   │   │   ├── ReportedNormalizedDilutedEPS.cs
│   │   │   │   ├── RepurchaseOfCapitalStockCashFlowStatement.cs
│   │   │   │   ├── ResearchAndDevelopmentExpensesSupplementalIncomeStatement.cs
│   │   │   │   ├── ResearchAndDevelopmentIncomeStatement.cs
│   │   │   │   ├── RestrictedCashAndCashEquivalentsBalanceSheet.cs
│   │   │   │   ├── RestrictedCashAndInvestmentsBalanceSheet.cs
│   │   │   │   ├── RestrictedCashBalanceSheet.cs
│   │   │   │   ├── RestrictedCommonStockBalanceSheet.cs
│   │   │   │   ├── RestrictedInvestmentsBalanceSheet.cs
│   │   │   │   ├── RestructuringAndMergernAcquisitionIncomeStatement.cs
│   │   │   │   ├── RetainedEarningsBalanceSheet.cs
│   │   │   │   ├── RevenueGrowth.cs
│   │   │   │   ├── SalariesAndWagesIncomeStatement.cs
│   │   │   │   ├── SaleOfBusinessCashFlowStatement.cs
│   │   │   │   ├── SaleOfIntangiblesCashFlowStatement.cs
│   │   │   │   ├── SaleOfInvestmentCashFlowStatement.cs
│   │   │   │   ├── SaleOfInvestmentPropertiesCashFlowStatement.cs
│   │   │   │   ├── SaleOfJointVentureAssociateCashFlowStatement.cs
│   │   │   │   ├── SaleOfPPECashFlowStatement.cs
│   │   │   │   ├── SaleOfSubsidiariesCashFlowStatement.cs
│   │   │   │   ├── SalesPerEmployee.cs
│   │   │   │   ├── SecuritiesActivitiesIncomeStatement.cs
│   │   │   │   ├── SecuritiesAmortizationIncomeStatement.cs
│   │   │   │   ├── SecuritiesAndInvestmentsBalanceSheet.cs
│   │   │   │   ├── SecuritiesLendingCollateralBalanceSheet.cs
│   │   │   │   ├── SecuritiesLoanedBalanceSheet.cs
│   │   │   │   ├── SecurityAgreeToBeResellBalanceSheet.cs
│   │   │   │   ├── SecurityBorrowedBalanceSheet.cs
│   │   │   │   ├── SecurityReference.cs
│   │   │   │   ├── SecuritySoldNotYetRepurchasedBalanceSheet.cs
│   │   │   │   ├── SellingAndMarketingExpenseIncomeStatement.cs
│   │   │   │   ├── SellingGeneralAndAdministrationIncomeStatement.cs
│   │   │   │   ├── SeparateAccountAssetsBalanceSheet.cs
│   │   │   │   ├── SeparateAccountBusinessBalanceSheet.cs
│   │   │   │   ├── ServiceChargeOnDepositorAccountsIncomeStatement.cs
│   │   │   │   ├── ShareIssuedBalanceSheet.cs
│   │   │   │   ├── ShareOfAssociatesCashFlowStatement.cs
│   │   │   │   ├── ShortTermDebtIssuanceCashFlowStatement.cs
│   │   │   │   ├── ShortTermDebtPaymentsCashFlowStatement.cs
│   │   │   │   ├── ShortTermInvestmentsAvailableForSaleBalanceSheet.cs
│   │   │   │   ├── ShortTermInvestmentsHeldToMaturityBalanceSheet.cs
│   │   │   │   ├── ShortTermInvestmentsTradingBalanceSheet.cs
│   │   │   │   ├── SocialSecurityCostsIncomeStatement.cs
│   │   │   │   ├── SolvencyRatio.cs
│   │   │   │   ├── SpecialIncomeChargesIncomeStatement.cs
│   │   │   │   ├── StaffCostsIncomeStatement.cs
│   │   │   │   ├── StockBasedCompensationCashFlowStatement.cs
│   │   │   │   ├── StockBasedCompensationIncomeStatement.cs
│   │   │   │   ├── StockholdersEquityBalanceSheet.cs
│   │   │   │   ├── StockholdersEquityGrowth.cs
│   │   │   │   ├── SubordinatedLiabilitiesBalanceSheet.cs
│   │   │   │   ├── TangibleBookValueBalanceSheet.cs
│   │   │   │   ├── TaxAssetsTotalBalanceSheet.cs
│   │   │   │   ├── TaxEffectOfUnusualItemsIncomeStatement.cs
│   │   │   │   ├── TaxLossCarryforwardBasicEPS.cs
│   │   │   │   ├── TaxLossCarryforwardDilutedEPS.cs
│   │   │   │   ├── TaxProvisionIncomeStatement.cs
│   │   │   │   ├── TaxRate.cs
│   │   │   │   ├── TaxRateForCalcsIncomeStatement.cs
│   │   │   │   ├── TaxesAssetsCurrentBalanceSheet.cs
│   │   │   │   ├── TaxesReceivableBalanceSheet.cs
│   │   │   │   ├── TaxesRefundPaidCashFlowStatement.cs
│   │   │   │   ├── TaxesRefundPaidDirectCashFlowStatement.cs
│   │   │   │   ├── TotalAdjustmentsforNonCashItemsCashFlowStatement.cs
│   │   │   │   ├── TotalAssetsBalanceSheet.cs
│   │   │   │   ├── TotalAssetsGrowth.cs
│   │   │   │   ├── TotalCapitalizationBalanceSheet.cs
│   │   │   │   ├── TotalDebtBalanceSheet.cs
│   │   │   │   ├── TotalDebtEquityRatio.cs
│   │   │   │   ├── TotalDebtEquityRatioGrowth.cs
│   │   │   │   ├── TotalDebtInMaturityScheduleBalanceSheet.cs
│   │   │   │   ├── TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet.cs
│   │   │   │   ├── TotalDepositsBalanceSheet.cs
│   │   │   │   ├── TotalDividendPaymentofEquitySharesIncomeStatement.cs
│   │   │   │   ├── TotalDividendPaymentofNonEquitySharesIncomeStatement.cs
│   │   │   │   ├── TotalDividendPerShare.cs
│   │   │   │   ├── TotalEquityAsReportedBalanceSheet.cs
│   │   │   │   ├── TotalEquityBalanceSheet.cs
│   │   │   │   ├── TotalEquityGrossMinorityInterestBalanceSheet.cs
│   │   │   │   ├── TotalExpensesIncomeStatement.cs
│   │   │   │   ├── TotalFinancialLeaseObligationsBalanceSheet.cs
│   │   │   │   ├── TotalInvestmentsBalanceSheet.cs
│   │   │   │   ├── TotalLiabilitiesAsReportedBalanceSheet.cs
│   │   │   │   ├── TotalLiabilitiesGrowth.cs
│   │   │   │   ├── TotalLiabilitiesNetMinorityInterestBalanceSheet.cs
│   │   │   │   ├── TotalMoneyMarketInvestmentsIncomeStatement.cs
│   │   │   │   ├── TotalNonCurrentAssetsBalanceSheet.cs
│   │   │   │   ├── TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet.cs
│   │   │   │   ├── TotalOperatingIncomeAsReportedIncomeStatement.cs
│   │   │   │   ├── TotalOtherFinanceCostIncomeStatement.cs
│   │   │   │   ├── TotalPartnershipCapitalBalanceSheet.cs
│   │   │   │   ├── TotalPremiumsEarnedIncomeStatement.cs
│   │   │   │   ├── TotalRevenueAsReportedIncomeStatement.cs
│   │   │   │   ├── TotalRevenueIncomeStatement.cs
│   │   │   │   ├── TotalRiskBasedCapital.cs
│   │   │   │   ├── TotalTaxPayableBalanceSheet.cs
│   │   │   │   ├── TotalUnusualItemsExcludingGoodwillIncomeStatement.cs
│   │   │   │   ├── TotalUnusualItemsIncomeStatement.cs
│   │   │   │   ├── TradeAndOtherReceivablesNonCurrentBalanceSheet.cs
│   │   │   │   ├── TradeandOtherPayablesNonCurrentBalanceSheet.cs
│   │   │   │   ├── TradingAndOtherReceivableBalanceSheet.cs
│   │   │   │   ├── TradingAssetsBalanceSheet.cs
│   │   │   │   ├── TradingGainLossIncomeStatement.cs
│   │   │   │   ├── TradingLiabilitiesBalanceSheet.cs
│   │   │   │   ├── TradingSecuritiesBalanceSheet.cs
│   │   │   │   ├── TradingandFinancialLiabilitiesBalanceSheet.cs
│   │   │   │   ├── TreasuryBillsandOtherEligibleBillsBalanceSheet.cs
│   │   │   │   ├── TreasurySharesNumberBalanceSheet.cs
│   │   │   │   ├── TreasuryStockBalanceSheet.cs
│   │   │   │   ├── TrustFeesbyCommissionsIncomeStatement.cs
│   │   │   │   ├── UnallocatedSurplusBalanceSheet.cs
│   │   │   │   ├── UnbilledReceivablesBalanceSheet.cs
│   │   │   │   ├── UnderwritingExpensesIncomeStatement.cs
│   │   │   │   ├── UnearnedIncomeBalanceSheet.cs
│   │   │   │   ├── UnearnedPremiumsBalanceSheet.cs
│   │   │   │   ├── UnpaidLossAndLossReserveBalanceSheet.cs
│   │   │   │   ├── UnrealizedGainLossBalanceSheet.cs
│   │   │   │   ├── UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement.cs
│   │   │   │   ├── UnrealizedGainsLossesOnDerivativesCashFlowStatement.cs
│   │   │   │   ├── ValuationRatios.cs
│   │   │   │   ├── WagesandSalariesIncomeStatement.cs
│   │   │   │   ├── WaterProductionBalanceSheet.cs
│   │   │   │   ├── WorkInProcessBalanceSheet.cs
│   │   │   │   ├── WorkingCapitalBalanceSheet.cs
│   │   │   │   ├── WorkingCapitalTurnoverRatio.cs
│   │   │   │   └── WriteOffIncomeStatement.cs
│   │   │   ├── MultiPeriodField.cs
│   │   │   └── Period.cs
│   │   ├── GetSetPropertyDynamicMetaObject.cs
│   │   ├── HistoryExtensions.cs
│   │   ├── HistoryProviderBase.cs
│   │   ├── HistoryProviderInitializeParameters.cs
│   │   ├── HistoryRequest.cs
│   │   ├── HistoryRequestFactory.cs
│   │   ├── IBaseData.cs
│   │   ├── IDataAggregator.cs
│   │   ├── IDividendYieldModel.cs
│   │   ├── IRiskFreeInterestRateModel.cs
│   │   ├── ISubscriptionEnumeratorFactory.cs
│   │   ├── ISymbolProvider.cs
│   │   ├── IndexedBasedData.cs
│   │   ├── IndicatorHistory.cs
│   │   ├── InterestRateProvider.cs
│   │   ├── LeanDataWriter.cs
│   │   ├── Market/
│   │   │   ├── Bar.cs
│   │   │   ├── BarDirection.cs
│   │   │   ├── BaseChain.cs
│   │   │   ├── BaseChains.cs
│   │   │   ├── BaseContract.cs
│   │   │   ├── BaseRenkoBar.cs
│   │   │   ├── DataDictionary.cs
│   │   │   ├── Delisting.cs
│   │   │   ├── Delistings.cs
│   │   │   ├── Dividend.cs
│   │   │   ├── Dividends.cs
│   │   │   ├── FuturesChain.cs
│   │   │   ├── FuturesChains.cs
│   │   │   ├── FuturesContract.cs
│   │   │   ├── FuturesContracts.cs
│   │   │   ├── Greeks.cs
│   │   │   ├── IBar.cs
│   │   │   ├── IBaseDataBar.cs
│   │   │   ├── MarginInterestRate.cs
│   │   │   ├── MarginInterestRates.cs
│   │   │   ├── ModeledGreeks.cs
│   │   │   ├── NullGreeks.cs
│   │   │   ├── OpenInterest.cs
│   │   │   ├── OptionChain.cs
│   │   │   ├── OptionChains.cs
│   │   │   ├── OptionContract.cs
│   │   │   ├── OptionContracts.cs
│   │   │   ├── QuoteBar.cs
│   │   │   ├── QuoteBars.cs
│   │   │   ├── RangeBar.cs
│   │   │   ├── RenkoBar.cs
│   │   │   ├── RenkoType.cs
│   │   │   ├── Session.cs
│   │   │   ├── SessionBar.cs
│   │   │   ├── Split.cs
│   │   │   ├── Splits.cs
│   │   │   ├── SymbolChangedEvent.cs
│   │   │   ├── SymbolChangedEvents.cs
│   │   │   ├── Tick.cs
│   │   │   ├── Ticks.cs
│   │   │   ├── TradeBar.cs
│   │   │   ├── TradeBars.cs
│   │   │   └── VolumeRenkoBar.cs
│   │   ├── Shortable/
│   │   │   ├── InteractiveBrokersShortableProvider.cs
│   │   │   ├── LocalDiskShortableProvider.cs
│   │   │   ├── NullShortableProvider.cs
│   │   │   └── ShortableProviderPythonWrapper.cs
│   │   ├── Slice.cs
│   │   ├── SliceExtensions.cs
│   │   ├── SubscriptionDataConfig.cs
│   │   ├── SubscriptionDataConfigExtensions.cs
│   │   ├── SubscriptionDataConfigList.cs
│   │   ├── SubscriptionDataSource.cs
│   │   ├── SubscriptionManager.cs
│   │   └── UniverseSelection/
│   │       ├── BaseChainUniverseData.cs
│   │       ├── BaseDataCollection.cs
│   │       ├── BaseFundamentalDataProvider.cs
│   │       ├── CoarseFundamental.cs
│   │       ├── CoarseFundamentalDataProvider.cs
│   │       ├── CoarseFundamentalUniverse.cs
│   │       ├── ConstituentsUniverse.cs
│   │       ├── ConstituentsUniverseData.cs
│   │       ├── ContinuousContractUniverse.cs
│   │       ├── DerivativeUniverseData.cs
│   │       ├── ETFConstituentUniverse.cs
│   │       ├── ETFConstituentsUniverseFactory.cs
│   │       ├── FineFundamentalFilteredUniverse.cs
│   │       ├── FineFundamentalUniverse.cs
│   │       ├── FuncUniverse.cs
│   │       ├── FundamentalFilteredUniverse.cs
│   │       ├── FundamentalService.cs
│   │       ├── FundamentalUniverseFactory.cs
│   │       ├── FutureUniverse.cs
│   │       ├── FuturesChainUniverse.cs
│   │       ├── GetSubscriptionRequestsUniverseDecorator.cs
│   │       ├── IFundamentalDataProvider.cs
│   │       ├── ITimeTriggeredUniverse.cs
│   │       ├── OptionChainUniverse.cs
│   │       ├── OptionUniverse.cs
│   │       ├── Schedule.cs
│   │       ├── ScheduledUniverse.cs
│   │       ├── SecurityChanges.cs
│   │       ├── SelectSymbolsUniverseDecorator.cs
│   │       ├── SubscriptionRequest.cs
│   │       ├── Universe.cs
│   │       ├── UniverseDecorator.cs
│   │       ├── UniverseExtensions.cs
│   │       ├── UniversePythonWrapper.cs
│   │       ├── UniverseSettings.cs
│   │       └── UserDefinedUniverse.cs
│   ├── DataDownloaderGetParameters.cs
│   ├── DataMonitorReport.cs
│   ├── DataProviderEvents.cs
│   ├── DataUniverseDownloaderGetParameters.cs
│   ├── DefaultConverter.cs
│   ├── DocumentationAttribute.cs
│   ├── Exceptions/
│   │   ├── ClrBubbledExceptionInterpreter.cs
│   │   ├── DllNotFoundPythonExceptionInterpreter.cs
│   │   ├── IExceptionInterpreter.cs
│   │   ├── InvalidTokenPythonExceptionInterpreter.cs
│   │   ├── KeyErrorPythonExceptionInterpreter.cs
│   │   ├── NoMethodMatchPythonExceptionInterpreter.cs
│   │   ├── PythonExceptionInterpreter.cs
│   │   ├── ScheduledEventExceptionInterpreter.cs
│   │   ├── StackExceptionInterpreter.cs
│   │   ├── SystemExceptionInterpreter.cs
│   │   └── UnsupportedOperandPythonExceptionInterpreter.cs
│   ├── Exchange.cs
│   ├── Expiry.cs
│   ├── ExtendedDictionary.cs
│   ├── Extensions.cs
│   ├── Field.cs
│   ├── FileExtension.cs
│   ├── Global.cs
│   ├── Globals.cs
│   ├── IDataDownloader.cs
│   ├── IIsolatorLimitResultProvider.cs
│   ├── ISeriesPoint.cs
│   ├── ITimeProvider.cs
│   ├── Indicators/
│   │   ├── IIndicator.cs
│   │   ├── IIndicatorWarmUpPeriodProvider.cs
│   │   ├── IReadOnlyWindow.cs
│   │   ├── IndicatorDataPoint.cs
│   │   ├── IndicatorUpdatedHandler.cs
│   │   ├── InternalIndicatorValues.cs
│   │   ├── OptionPricingModelType.cs
│   │   └── RollingWindow.cs
│   ├── Interfaces/
│   │   ├── DataProviderDataFetchedEventArgs.cs
│   │   ├── IAccountCurrencyProvider.cs
│   │   ├── IAlgorithm.cs
│   │   ├── IAlgorithmSettings.cs
│   │   ├── IAlgorithmSubscriptionManager.cs
│   │   ├── IApi.cs
│   │   ├── IBrokerage.cs
│   │   ├── IBrokerageCashSynchronizer.cs
│   │   ├── IBrokerageFactory.cs
│   │   ├── IBusyCollection.cs
│   │   ├── IDataCacheProvider.cs
│   │   ├── IDataChannelProvider.cs
│   │   ├── IDataMonitor.cs
│   │   ├── IDataPermissionManager.cs
│   │   ├── IDataProvider.cs
│   │   ├── IDataProviderEvents.cs
│   │   ├── IDataQueueHandler.cs
│   │   ├── IDataQueueUniverseProvider.cs
│   │   ├── IDownloadProvider.cs
│   │   ├── IExtendedDictionary.cs
│   │   ├── IFactorFileProvider.cs
│   │   ├── IFutureChainProvider.cs
│   │   ├── IHistoryProvider.cs
│   │   ├── IJobQueueHandler.cs
│   │   ├── IMapFileProvider.cs
│   │   ├── IMessagingHandler.cs
│   │   ├── IObjectStore.cs
│   │   ├── IOptionChainProvider.cs
│   │   ├── IOptionPrice.cs
│   │   ├── IOrderProperties.cs
│   │   ├── IPrimaryExchangeProvider.cs
│   │   ├── IRegressionAlgorithmDefinition.cs
│   │   ├── IRegressionResearchDefinition.cs
│   │   ├── ISecurityInitializerProvider.cs
│   │   ├── ISecurityPrice.cs
│   │   ├── ISecurityService.cs
│   │   ├── IShortableProvider.cs
│   │   ├── ISignalExportTarget.cs
│   │   ├── IStreamReader.cs
│   │   ├── ISubscriptionDataConfigProvider.cs
│   │   ├── ISubscriptionDataConfigService.cs
│   │   ├── ITimeInForceHandler.cs
│   │   ├── ITimeKeeper.cs
│   │   ├── ITradeBuilder.cs
│   │   ├── MessagingHandlerInitializeParameters.cs
│   │   └── ObjectStoreErrorRaisedEventArgs.cs
│   ├── Isolator.cs
│   ├── IsolatorLimitResult.cs
│   ├── IsolatorLimitResultProvider.cs
│   ├── LocalTimeKeeper.cs
│   ├── Market.cs
│   ├── Messages/
│   │   ├── Messages.Algorithm.Framework.Alphas.Analysis.cs
│   │   ├── Messages.Algorithm.Framework.Alphas.cs
│   │   ├── Messages.Algorithm.Framework.Portfolio.cs
│   │   ├── Messages.Benchmarks.cs
│   │   ├── Messages.Brokerages.cs
│   │   ├── Messages.Commands.cs
│   │   ├── Messages.Exceptions.cs
│   │   ├── Messages.Indicators.cs
│   │   ├── Messages.Notifications.cs
│   │   ├── Messages.Optimizer.Objectives.cs
│   │   ├── Messages.Optimizer.Parameters.cs
│   │   ├── Messages.Orders.Fees.cs
│   │   ├── Messages.Orders.Fills.cs
│   │   ├── Messages.Orders.OptionExercise.cs
│   │   ├── Messages.Orders.Slippage.cs
│   │   ├── Messages.Orders.cs
│   │   ├── Messages.Python.cs
│   │   ├── Messages.QuantConnect.cs
│   │   ├── Messages.Securities.Positions.cs
│   │   └── Messages.Securities.cs
│   ├── Notifications/
│   │   ├── Notification.cs
│   │   ├── NotificationJsonConverter.cs
│   │   └── NotificationManager.cs
│   ├── OS.cs
│   ├── Optimizer/
│   │   ├── Objectives/
│   │   │   ├── Constraint.cs
│   │   │   ├── Extremum.cs
│   │   │   ├── ExtremumJsonConverter.cs
│   │   │   ├── Maximization.cs
│   │   │   ├── Minimization.cs
│   │   │   ├── Objective.cs
│   │   │   └── Target.cs
│   │   ├── OptimizationStatus.cs
│   │   └── Parameters/
│   │       ├── OptimizationParameter.cs
│   │       ├── OptimizationParameterJsonConverter.cs
│   │       ├── OptimizationStepParameter.cs
│   │       ├── ParameterSet.cs
│   │       └── StaticOptimizationParameter.cs
│   ├── Orders/
│   │   ├── AlpacaOrderProperties.cs
│   │   ├── BinanceOrderProperties.cs
│   │   ├── BitfinexOrderProperties.cs
│   │   ├── BrokerageOrderIdChangedEvent.cs
│   │   ├── BybitOrderProperties.cs
│   │   ├── CancelOrderRequest.cs
│   │   ├── CharlesSchwabOrderProperties.cs
│   │   ├── CoinbaseOrderProperties.cs
│   │   ├── ComboLegLimitOrder.cs
│   │   ├── ComboLimitOrder.cs
│   │   ├── ComboMarketOrder.cs
│   │   ├── ComboOrder.cs
│   │   ├── EzeOrderProperties.cs
│   │   ├── FTXOrderProperties.cs
│   │   ├── Fees/
│   │   │   ├── AlpacaFeeModel.cs
│   │   │   ├── AlphaStreamsFeeModel.cs
│   │   │   ├── AxosFeeModel.cs
│   │   │   ├── BinanceCoinFuturesFeeModel.cs
│   │   │   ├── BinanceFeeModel.cs
│   │   │   ├── BinanceFuturesFeeModel.cs
│   │   │   ├── BitfinexFeeModel.cs
│   │   │   ├── BybitFeeModel.cs
│   │   │   ├── BybitFuturesFeeModel.cs
│   │   │   ├── CharlesSchwabFeeModel.cs
│   │   │   ├── CoinbaseFeeModel.cs
│   │   │   ├── ConstantFeeModel.cs
│   │   │   ├── ExanteFeeModel.cs
│   │   │   ├── EzeFeeModel.cs
│   │   │   ├── FTXFeeModel.cs
│   │   │   ├── FTXUSFeeModel.cs
│   │   │   ├── FeeModel.cs
│   │   │   ├── FxcmFeeModel.cs
│   │   │   ├── GDAXFeeModel.cs
│   │   │   ├── IFeeModel.cs
│   │   │   ├── IndiaFeeModel.cs
│   │   │   ├── InteractiveBrokersFeeModel.cs
│   │   │   ├── KrakenFeeModel.cs
│   │   │   ├── ModifiedFillQuantityOrderFee.cs
│   │   │   ├── OrderFee.cs
│   │   │   ├── OrderFeeParameters.cs
│   │   │   ├── RBIFeeModel.cs
│   │   │   ├── SamcoFeeModel.cs
│   │   │   ├── TDAmeritradeFeeModel.cs
│   │   │   ├── TastytradeFeeModel.cs
│   │   │   ├── TradeStationFeeModel.cs
│   │   │   ├── WolverineFeeModel.cs
│   │   │   ├── ZerodhaFeeModel.cs
│   │   │   └── dYdXFeeModel.cs
│   │   ├── Fills/
│   │   │   ├── EquityFillModel.cs
│   │   │   ├── Fill.cs
│   │   │   ├── FillModel.cs
│   │   │   ├── FillModelParameters.cs
│   │   │   ├── FutureFillModel.cs
│   │   │   ├── FutureOptionFillModel.cs
│   │   │   ├── IFillModel.cs
│   │   │   ├── ImmediateFillModel.cs
│   │   │   ├── LatestPriceFillModel.cs
│   │   │   └── Prices.cs
│   │   ├── FixOrderProperites.cs
│   │   ├── GDAXOrderProperties.cs
│   │   ├── GroupOrderCacheManager.cs
│   │   ├── GroupOrderExtensions.cs
│   │   ├── GroupOrderManager.cs
│   │   ├── IndiaOrderProperties.cs
│   │   ├── InteractiveBrokersFixOrderProperties.cs
│   │   ├── InteractiveBrokersOrderProperties.cs
│   │   ├── KrakenOrderProperties.cs
│   │   ├── Leg.cs
│   │   ├── LimitIfTouchedOrder.cs
│   │   ├── LimitOrder.cs
│   │   ├── MarketOnCloseOrder.cs
│   │   ├── MarketOnOpenOrder.cs
│   │   ├── MarketOrder.cs
│   │   ├── OptionExercise/
│   │   │   ├── DefaultExerciseModel.cs
│   │   │   ├── IOptionExerciseModel.cs
│   │   │   └── OptionExerciseModelPythonWrapper.cs
│   │   ├── OptionExerciseOrder.cs
│   │   ├── Order.cs
│   │   ├── OrderError.cs
│   │   ├── OrderEvent.cs
│   │   ├── OrderExtensions.cs
│   │   ├── OrderField.cs
│   │   ├── OrderJsonConverter.cs
│   │   ├── OrderProperties.cs
│   │   ├── OrderRequest.cs
│   │   ├── OrderRequestStatus.cs
│   │   ├── OrderRequestType.cs
│   │   ├── OrderResponse.cs
│   │   ├── OrderResponseErrorCode.cs
│   │   ├── OrderSizing.cs
│   │   ├── OrderSubmissionData.cs
│   │   ├── OrderTicket.cs
│   │   ├── OrderTypes.cs
│   │   ├── OrderUpdateEvent.cs
│   │   ├── OrdersResponseWrapper.cs
│   │   ├── RBIOrderProperties.cs
│   │   ├── ReadOrdersResponseJsonConverter.cs
│   │   ├── Serialization/
│   │   │   ├── OrderEventJsonConverter.cs
│   │   │   └── SerializedOrderEvent.cs
│   │   ├── Slippage/
│   │   │   ├── AlphaStreamsSlippageModel.cs
│   │   │   ├── ConstantSlippageModel.cs
│   │   │   ├── ISlippageModel.cs
│   │   │   ├── MarketImpactSlippageModel.cs
│   │   │   ├── NullSlippageModel.cs
│   │   │   ├── VolumeShareSlippageModel.cs
│   │   │   └── VolumeShareSlippageModel.py
│   │   ├── StopLimitOrder.cs
│   │   ├── StopMarketOrder.cs
│   │   ├── SubmitOrderRequest.cs
│   │   ├── TDAmeritradeOrderProperties.cs
│   │   ├── TastytradeOrderProperties.cs
│   │   ├── TerminalLinkOrderProperties.cs
│   │   ├── TimeInForce.cs
│   │   ├── TimeInForceJsonConverter.cs
│   │   ├── TimeInForces/
│   │   │   ├── DayTimeInForce.cs
│   │   │   ├── GoodTilCanceledTimeInForce.cs
│   │   │   └── GoodTilDateTimeInForce.cs
│   │   ├── TradeStationOrderProperties.cs
│   │   ├── TradierOrderProperties.cs
│   │   ├── TradingTechnologiesOrderProperties.cs
│   │   ├── TrailingStopOrder.cs
│   │   ├── UpdateOrderFields.cs
│   │   ├── UpdateOrderRequest.cs
│   │   ├── WolverineOrderProperties.cs
│   │   └── dYdXOrderProperties.cs
│   ├── Packets/
│   │   ├── AlgorithmNameUpdatePacket.cs
│   │   ├── AlgorithmNodePacket.cs
│   │   ├── AlgorithmStatusPacket.cs
│   │   ├── AlgorithmTagsUpdatePacket.cs
│   │   ├── AlphaNodePacket.cs
│   │   ├── AlphaResultPacket.cs
│   │   ├── BacktestNodePacket.cs
│   │   ├── BacktestResultPacket.cs
│   │   ├── BacktestResultParameters.cs
│   │   ├── BaseResultParameters.cs
│   │   ├── Controls.cs
│   │   ├── DebugPacket.cs
│   │   ├── HandledErrorPacket.cs
│   │   ├── HistoryPacket.cs
│   │   ├── LeakyBucketControlParameters.cs
│   │   ├── LiveNodePacket.cs
│   │   ├── LiveResultPacket.cs
│   │   ├── LiveResultParameters.cs
│   │   ├── LogPacket.cs
│   │   ├── MarketTodayPacket.cs
│   │   ├── OrderEventPacket.cs
│   │   ├── Packet.cs
│   │   ├── PythonEnvironmentPacket.cs
│   │   ├── ResearchNodePacket.cs
│   │   ├── RuntimeErrorPacket.cs
│   │   ├── SecurityTypesPacket.cs
│   │   ├── StoragePermissions.cs
│   │   └── SystemDebugPacket.cs
│   ├── PandasMapper.py
│   ├── Parameters/
│   │   └── ParameterAttribute.cs
│   ├── Parse.cs
│   ├── Properties/
│   │   ├── AssemblyInfo.cs
│   │   └── SharedAssemblyInfo.cs
│   ├── Python/
│   │   ├── BasePythonWrapper.cs
│   │   ├── BenchmarkPythonWrapper.cs
│   │   ├── BrokerageMessageHandlerPythonWrapper.cs
│   │   ├── BrokerageModelPythonWrapper.cs
│   │   ├── BuyingPowerModelPythonWrapper.cs
│   │   ├── CommandPythonWrapper.cs
│   │   ├── DataConsolidatorPythonWrapper.cs
│   │   ├── DividendYieldModelPythonWrapper.cs
│   │   ├── FeeModelPythonWrapper.cs
│   │   ├── FillModelPythonWrapper.cs
│   │   ├── MarginCallModelPythonWrapper.cs
│   │   ├── MarginInterestRateModelPythonWrapper.cs
│   │   ├── OptionAssignmentModelPythonWrapper.cs
│   │   ├── OptionPriceModelPythonWrapper.cs
│   │   ├── PandasColumnAttribute.cs
│   │   ├── PandasConverter.DataFrameGenerator.cs
│   │   ├── PandasConverter.cs
│   │   ├── PandasData.DataTypeMember.cs
│   │   ├── PandasData.cs
│   │   ├── PandasIgnoreAttribute.cs
│   │   ├── PandasIgnoreMembersAttribute.cs
│   │   ├── PandasNonExpandableAttribute.cs
│   │   ├── Python.Runtime.dll.config
│   │   ├── PythonActivator.cs
│   │   ├── PythonConsolidator.cs
│   │   ├── PythonData.cs
│   │   ├── PythonInitializer.cs
│   │   ├── PythonWrapper.cs
│   │   ├── RiskFreeInterestRateModelPythonWrapper.cs
│   │   ├── SecurityInitializerPythonWrapper.cs
│   │   ├── SettlementModelPythonWrapper.cs
│   │   ├── SignalExportTargetPythonWrapper.cs
│   │   ├── SlippageModelPythonWrapper.cs
│   │   └── VolatilityModelPythonWrapper.cs
│   ├── QuantConnect.csproj
│   ├── RealTimeProvider.cs
│   ├── RealTimeSynchronizedTimer.cs
│   ├── RegressionTestException.cs
│   ├── Result.cs
│   ├── ScatterChartPoint.cs
│   ├── ScatterChartPointJsonConverter.cs
│   ├── Scheduling/
│   │   ├── BaseScheduleRules.cs
│   │   ├── CompositeTimeRule.cs
│   │   ├── DateRules.cs
│   │   ├── FluentScheduledEventBuilder.cs
│   │   ├── FuncDateRule.cs
│   │   ├── FuncTimeRule.cs
│   │   ├── IDateRule.cs
│   │   ├── IEventSchedule.cs
│   │   ├── ITimeRule.cs
│   │   ├── ScheduleManager.cs
│   │   ├── ScheduledEvent.cs
│   │   ├── ScheduledEventException.cs
│   │   ├── TimeConsumer.cs
│   │   ├── TimeMonitor.cs
│   │   └── TimeRules.cs
│   ├── Securities/
│   │   ├── AccountCurrencyImmediateSettlementModel.cs
│   │   ├── AccountEvent.cs
│   │   ├── AdjustedPriceVariationModel.cs
│   │   ├── ApplyFundsSettlementModelParameters.cs
│   │   ├── BaseSecurityDatabase.cs
│   │   ├── BrokerageModelSecurityInitializer.cs
│   │   ├── BuyingPower.cs
│   │   ├── BuyingPowerModel.cs
│   │   ├── BuyingPowerModelExtensions.cs
│   │   ├── BuyingPowerParameters.cs
│   │   ├── Cash.cs
│   │   ├── CashAmount.cs
│   │   ├── CashBook.cs
│   │   ├── CashBookUpdatedEventArgs.cs
│   │   ├── CashBuyingPowerModel.cs
│   │   ├── Cfd/
│   │   │   ├── Cfd.cs
│   │   │   ├── CfdCache.cs
│   │   │   ├── CfdDataFilter.cs
│   │   │   ├── CfdExchange.cs
│   │   │   └── CfdHolding.cs
│   │   ├── CompositeSecurityInitializer.cs
│   │   ├── ConstantBuyingPowerModel.cs
│   │   ├── ContractSecurityFilterUniverse.cs
│   │   ├── ConvertibleCashAmount.cs
│   │   ├── Crypto/
│   │   │   ├── Crypto.cs
│   │   │   ├── CryptoExchange.cs
│   │   │   └── CryptoHolding.cs
│   │   ├── CryptoFuture/
│   │   │   ├── BinanceFutureMarginInterestRateModel.cs
│   │   │   ├── BybitFutureMarginInterestRateModel.cs
│   │   │   ├── CryptoFuture.cs
│   │   │   ├── CryptoFutureExchange.cs
│   │   │   ├── CryptoFutureHolding.cs
│   │   │   ├── CryptoFutureMarginModel.cs
│   │   │   └── dYdXFutureMarginInterestRateModel.cs
│   │   ├── CurrencyConversion/
│   │   │   ├── ConstantCurrencyConversion.cs
│   │   │   ├── ICurrencyConversion.cs
│   │   │   └── SecurityCurrencyConversion.cs
│   │   ├── DefaultMarginCallModel.cs
│   │   ├── DelayedSettlementModel.cs
│   │   ├── DynamicSecurityData.cs
│   │   ├── EmptyContractFilter.cs
│   │   ├── Equity/
│   │   │   ├── Equity.cs
│   │   │   ├── EquityCache.cs
│   │   │   ├── EquityDataFilter.cs
│   │   │   ├── EquityExchange.cs
│   │   │   ├── EquityHolding.cs
│   │   │   └── ShortMarginInterestRateModel.cs
│   │   ├── EquityPriceVariationModel.cs
│   │   ├── ErrorCurrencyConverter.cs
│   │   ├── Forex/
│   │   │   ├── Forex.cs
│   │   │   ├── ForexCache.cs
│   │   │   ├── ForexDataFilter.cs
│   │   │   ├── ForexExchange.cs
│   │   │   └── ForexHolding.cs
│   │   ├── FuncSecurityDerivativeFilter.cs
│   │   ├── FuncSecurityInitializer.cs
│   │   ├── FuncSecuritySeeder.cs
│   │   ├── Future/
│   │   │   ├── EmptyFutureChainProvider.cs
│   │   │   ├── Future.cs
│   │   │   ├── FutureCache.cs
│   │   │   ├── FutureExchange.cs
│   │   │   ├── FutureExpirationCycles.cs
│   │   │   ├── FutureFilterUniverse.cs
│   │   │   ├── FutureHolding.cs
│   │   │   ├── FutureMarginModel.cs
│   │   │   ├── FutureSettlementModel.cs
│   │   │   ├── FutureSymbol.cs
│   │   │   ├── Futures.cs
│   │   │   ├── FuturesExpiryFunctions.cs
│   │   │   ├── FuturesExpiryUtilityFunctions.cs
│   │   │   ├── FuturesListings.cs
│   │   │   └── MarginRequirementsEntry.cs
│   │   ├── FutureOption/
│   │   │   ├── Api/
│   │   │   │   ├── CMEOptionChainQuotes.cs
│   │   │   │   ├── CMEOptionsCategoryList.cs
│   │   │   │   ├── CMEProductSlateV2.cs
│   │   │   │   └── CMEStrikePriceScalingFactors.cs
│   │   │   ├── FutureOption.cs
│   │   │   ├── FutureOptionSymbol.cs
│   │   │   ├── FuturesOptionsExpiryFunctions.cs
│   │   │   ├── FuturesOptionsMarginModel.cs
│   │   │   ├── FuturesOptionsSymbolMappings.cs
│   │   │   └── FuturesOptionsUnderlyingMapper.cs
│   │   ├── GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs
│   │   ├── GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs
│   │   ├── GetMaximumOrderQuantityResult.cs
│   │   ├── GetMinimumPriceVariationParameters.cs
│   │   ├── HasSufficientBuyingPowerForOrderParameters.cs
│   │   ├── HasSufficientBuyingPowerForOrderResult.cs
│   │   ├── IBaseCurrencySymbol.cs
│   │   ├── IBuyingPowerModel.cs
│   │   ├── IChainUniverseData.cs
│   │   ├── IContinuousSecurity.cs
│   │   ├── ICurrencyConverter.cs
│   │   ├── IDerivativeSecurity.cs
│   │   ├── IDerivativeSecurityFilter.cs
│   │   ├── IDerivativeSecurityFilterUniverse.cs
│   │   ├── IMarginCallModel.cs
│   │   ├── IMarginInterestRateModel.cs
│   │   ├── IOrderEventProvider.cs
│   │   ├── IOrderProcessor.cs
│   │   ├── IOrderProvider.cs
│   │   ├── IPriceVariationModel.cs
│   │   ├── IRegisteredSecurityDataTypesProvider.cs
│   │   ├── ISecurityInitializer.cs
│   │   ├── ISecurityPortfolioModel.cs
│   │   ├── ISecurityProvider.cs
│   │   ├── ISecuritySeeder.cs
│   │   ├── ISettlementModel.cs
│   │   ├── IdentityCurrencyConverter.cs
│   │   ├── ImmediateSettlementModel.cs
│   │   ├── Index/
│   │   │   ├── Index.cs
│   │   │   ├── IndexCache.cs
│   │   │   ├── IndexDataFilter.cs
│   │   │   ├── IndexExchange.cs
│   │   │   ├── IndexHolding.cs
│   │   │   └── IndexSymbol.cs
│   │   ├── IndexOption/
│   │   │   ├── IndexOption.cs
│   │   │   ├── IndexOptionPriceVariationModel.cs
│   │   │   ├── IndexOptionSymbol.cs
│   │   │   └── IndexOptionSymbolProperties.cs
│   │   ├── InitialMargin.cs
│   │   ├── InitialMarginParameters.cs
│   │   ├── InitialMarginRequiredForOrderParameters.cs
│   │   ├── Interfaces/
│   │   │   ├── IContinuousContractModel.cs
│   │   │   └── ISecurityDataFilter.cs
│   │   ├── LocalMarketHours.cs
│   │   ├── MaintenanceMargin.cs
│   │   ├── MaintenanceMarginParameters.cs
│   │   ├── MarginCallOrdersParameters.cs
│   │   ├── MarginInterestRateParameters.cs
│   │   ├── MarketHoursDatabase.cs
│   │   ├── MarketHoursSegment.cs
│   │   ├── MarketHoursState.cs
│   │   ├── NullBuyingPowerModel.cs
│   │   ├── Option/
│   │   │   ├── ConstantQLDividendYieldEstimator.cs
│   │   │   ├── ConstantQLRiskFreeRateEstimator.cs
│   │   │   ├── ConstantQLUnderlyingVolatilityEstimator.cs
│   │   │   ├── CurrentPriceOptionPriceModel.cs
│   │   │   ├── DefaultOptionAssignmentModel.cs
│   │   │   ├── EmptyOptionChainProvider.cs
│   │   │   ├── FedRateQLRiskFreeRateEstimator.cs
│   │   │   ├── IOptionAssignmentModel.cs
│   │   │   ├── IOptionPriceModel.cs
│   │   │   ├── IOptionPriceModelProvider.cs
│   │   │   ├── IQLDividendYieldEstimator.cs
│   │   │   ├── IQLRiskFreeRateEstimator.cs
│   │   │   ├── IQLUnderlyingVolatilityEstimator.cs
│   │   │   ├── NullOptionAssignmentModel.cs
│   │   │   ├── Option.cs
│   │   │   ├── OptionAssignmentParameters.cs
│   │   │   ├── OptionAssignmentResult.cs
│   │   │   ├── OptionCache.cs
│   │   │   ├── OptionDataFilter.cs
│   │   │   ├── OptionExchange.cs
│   │   │   ├── OptionFilterUniverse.cs
│   │   │   ├── OptionHolding.cs
│   │   │   ├── OptionMarginModel.cs
│   │   │   ├── OptionPortfolioModel.cs
│   │   │   ├── OptionPriceModel.cs
│   │   │   ├── OptionPriceModelParameters.cs
│   │   │   ├── OptionPriceModelResult.cs
│   │   │   ├── OptionPriceModels.QuantLib.cs
│   │   │   ├── OptionPriceModels.cs
│   │   │   ├── OptionStrategies.cs
│   │   │   ├── OptionStrategy.cs
│   │   │   ├── OptionStrategyPositionGroupBuyingPowerModel.cs
│   │   │   ├── OptionSymbol.cs
│   │   │   ├── OptionSymbolProperties.cs
│   │   │   ├── QLOptionPriceModel.cs
│   │   │   ├── QLOptionPriceModelProvider.cs
│   │   │   └── StrategyMatcher/
│   │   │       ├── AbsoluteRiskOptionPositionCollectionEnumerator.cs
│   │   │       ├── ConstantOptionStrategyLegPredicateReferenceValue.cs
│   │   │       ├── DefaultOptionPositionCollectionEnumerator.cs
│   │   │       ├── DescendingByLegCountOptionStrategyDefinitionEnumerator.cs
│   │   │       ├── FunctionalOptionPositionCollectionEnumerator.cs
│   │   │       ├── IOptionPositionCollectionEnumerator.cs
│   │   │       ├── IOptionStrategyDefinitionEnumerator.cs
│   │   │       ├── IOptionStrategyLegPredicateReferenceValue.cs
│   │   │       ├── IOptionStrategyMatchObjectiveFunction.cs
│   │   │       ├── IdentityOptionStrategyDefinitionEnumerator.cs
│   │   │       ├── OptionPosition.cs
│   │   │       ├── OptionPositionCollection.cs
│   │   │       ├── OptionStrategyDefinition.cs
│   │   │       ├── OptionStrategyDefinitionMatch.cs
│   │   │       ├── OptionStrategyDefinitions.cs
│   │   │       ├── OptionStrategyLegDefinition.cs
│   │   │       ├── OptionStrategyLegDefinitionMatch.cs
│   │   │       ├── OptionStrategyLegPredicate.cs
│   │   │       ├── OptionStrategyLegPredicateReferenceValue.cs
│   │   │       ├── OptionStrategyMatch.cs
│   │   │       ├── OptionStrategyMatcher.cs
│   │   │       ├── OptionStrategyMatcherOptions.cs
│   │   │       ├── PredicateTargetValue.cs
│   │   │       └── UnmatchedPositionCountOptionStrategyMatchObjectiveFunction.cs
│   │   ├── OptionInitialMargin.cs
│   │   ├── PatternDayTradingMarginModel.cs
│   │   ├── Positions/
│   │   │   ├── CompositePositionGroupResolver.cs
│   │   │   ├── GetMaximumLotsForDeltaBuyingPowerParameters.cs
│   │   │   ├── GetMaximumLotsForTargetBuyingPowerParameters.cs
│   │   │   ├── GetMaximumLotsResult.cs
│   │   │   ├── HasSufficientPositionGroupBuyingPowerForOrderParameters.cs
│   │   │   ├── IPosition.cs
│   │   │   ├── IPositionGroup.cs
│   │   │   ├── IPositionGroupBuyingPowerModel.cs
│   │   │   ├── IPositionGroupResolver.cs
│   │   │   ├── NullSecurityPositionGroupModel.cs
│   │   │   ├── OptionStrategyPositionGroupResolver.cs
│   │   │   ├── PortfolioMarginChart.cs
│   │   │   ├── PortfolioState.cs
│   │   │   ├── Position.cs
│   │   │   ├── PositionCollection.cs
│   │   │   ├── PositionExtensions.cs
│   │   │   ├── PositionGroup.cs
│   │   │   ├── PositionGroupBuyingPower.cs
│   │   │   ├── PositionGroupBuyingPowerModel.cs
│   │   │   ├── PositionGroupBuyingPowerModelExtensions.cs
│   │   │   ├── PositionGroupBuyingPowerParameters.cs
│   │   │   ├── PositionGroupCollection.cs
│   │   │   ├── PositionGroupExtensions.cs
│   │   │   ├── PositionGroupInitialMarginForOrderParameters.cs
│   │   │   ├── PositionGroupInitialMarginParameters.cs
│   │   │   ├── PositionGroupKey.cs
│   │   │   ├── PositionGroupMaintenanceMarginParameters.cs
│   │   │   ├── ReservedBuyingPowerForPositionGroup.cs
│   │   │   ├── ReservedBuyingPowerForPositionGroupParameters.cs
│   │   │   ├── ReservedBuyingPowerImpact.cs
│   │   │   ├── ReservedBuyingPowerImpactParameters.cs
│   │   │   ├── SecurityPositionGroupBuyingPowerModel.cs
│   │   │   ├── SecurityPositionGroupModel.cs
│   │   │   ├── SecurityPositionGroupResolver.cs
│   │   │   └── readme.md
│   │   ├── ProjectedHoldings.cs
│   │   ├── RegisteredSecurityDataTypesProvider.cs
│   │   ├── ReservedBuyingPowerForPosition.cs
│   │   ├── ReservedBuyingPowerForPositionParameters.cs
│   │   ├── ScanSettlementModelParameters.cs
│   │   ├── Security.cs
│   │   ├── SecurityCache.cs
│   │   ├── SecurityCacheDataStoredEventArgs.cs
│   │   ├── SecurityCacheProvider.cs
│   │   ├── SecurityDataFilter.cs
│   │   ├── SecurityDataFilterPythonWrapper.cs
│   │   ├── SecurityDatabaseKey.cs
│   │   ├── SecurityDefinition.cs
│   │   ├── SecurityDefinitionSymbolResolver.cs
│   │   ├── SecurityEventArgs.cs
│   │   ├── SecurityExchange.cs
│   │   ├── SecurityExchangeHours.cs
│   │   ├── SecurityHolding.cs
│   │   ├── SecurityHoldingQuantityChangedEventArgs.cs
│   │   ├── SecurityManager.cs
│   │   ├── SecurityMarginModel.cs
│   │   ├── SecurityPortfolioManager.cs
│   │   ├── SecurityPortfolioModel.cs
│   │   ├── SecurityPriceVariationModel.cs
│   │   ├── SecurityService.cs
│   │   ├── SecurityTransactionManager.cs
│   │   ├── SymbolProperties.cs
│   │   ├── SymbolPropertiesDatabase.cs
│   │   ├── UniverseManager.cs
│   │   ├── UniverseManagerChanged.cs
│   │   ├── UnsettledCashAmount.cs
│   │   └── Volatility/
│   │       ├── BaseVolatilityModel.cs
│   │       ├── IVolatilityModel.cs
│   │       ├── IndicatorVolatilityModel.cs
│   │       ├── RelativeStandardDeviationVolatilityModel.cs
│   │       ├── StandardDeviationOfReturnsVolatilityModel.cs
│   │       └── VolatilityModelExtensions.cs
│   ├── SecurityIdentifier.cs
│   ├── Series.cs
│   ├── SeriesSampler.cs
│   ├── Statistics/
│   │   ├── AlgorithmPerformance.cs
│   │   ├── DrawdownMetrics.cs
│   │   ├── IStatisticsService.cs
│   │   ├── PerformanceMetrics.cs
│   │   ├── PortfolioStatistics.cs
│   │   ├── Statistics.cs
│   │   ├── StatisticsBuilder.cs
│   │   ├── StatisticsResults.cs
│   │   ├── Trade.cs
│   │   ├── TradeBuilder.cs
│   │   ├── TradeEnums.cs
│   │   └── TradeStatistics.cs
│   ├── Storage/
│   │   └── ObjectStore.cs
│   ├── StringExtensions.cs
│   ├── StubsAvoidImplicitsAttribute.cs
│   ├── StubsIgnoreAttribute.cs
│   ├── Symbol.cs
│   ├── SymbolCache.cs
│   ├── SymbolCapacity.cs
│   ├── SymbolJsonConverter.cs
│   ├── SymbolRepresentation.cs
│   ├── SymbolValueJsonConverter.cs
│   ├── Time.cs
│   ├── TimeKeeper.cs
│   ├── TimeUpdatedEventArgs.cs
│   ├── TimeZoneOffsetProvider.cs
│   ├── TimeZones.cs
│   ├── TradingCalendar.cs
│   ├── TradingDay.cs
│   └── Util/
│       ├── BaseExtendedDictionary.cs
│       ├── BusyBlockingCollection.cs
│       ├── BusyCollection.cs
│       ├── CandlestickJsonConverter.cs
│       ├── CashAmountUtil.cs
│       ├── ChartPointJsonConverter.cs
│       ├── CircularQueue.cs
│       ├── ColorJsonConverter.cs
│       ├── ComparisonOperator.cs
│       ├── ComparisonOperatorTypes.cs
│       ├── Composer.cs
│       ├── ConcurrentSet.cs
│       ├── CurrencyPairUtil.cs
│       ├── DateTimeJsonConverter.cs
│       ├── DecimalJsonConverter.cs
│       ├── DisposableExtensions.cs
│       ├── DoubleUnixSecondsDateTimeJsonConverter.cs
│       ├── EnumeratorExtensions.cs
│       ├── ExpressionBuilder.cs
│       ├── FixedSizeHashQueue.cs
│       ├── FixedSizeQueue.cs
│       ├── FuncTextWriter.cs
│       ├── JsonRoundingConverter.cs
│       ├── KeyStringSynchronizer.cs
│       ├── LeanData.cs
│       ├── LeanDataPathComponents.cs
│       ├── LinqExtensions.cs
│       ├── ListComparer.cs
│       ├── MarketHoursDatabaseJsonConverter.cs
│       ├── MemoizingEnumerable.cs
│       ├── NullStringValueConverter.cs
│       ├── ObjectActivator.cs
│       ├── OptionPayoff.cs
│       ├── PerformanceTimer.cs
│       ├── PerformanceTrackingTool.cs
│       ├── PythonUtil.cs
│       ├── RateGate.cs
│       ├── RateLimit/
│       │   ├── BusyWaitSleepStrategy.cs
│       │   ├── FixedIntervalRefillStrategy.cs
│       │   ├── IRefillStrategy.cs
│       │   ├── ISleepStrategy.cs
│       │   ├── ITokenBucket.cs
│       │   ├── LeakyBucket.cs
│       │   ├── ThreadSleepStrategy.cs
│       │   └── TokenBucket.cs
│       ├── ReadOnlyExtendedDictionary.cs
│       ├── ReaderWriterLockSlimExtensions.cs
│       ├── Ref.cs
│       ├── ReferenceWrapper.cs
│       ├── SecurityExtensions.cs
│       ├── SecurityIdentifierJsonConverter.cs
│       ├── SeriesJsonConverter.cs
│       ├── SingleValueListConverter.cs
│       ├── StreamReaderEnumerable.cs
│       ├── StreamReaderExtensions.cs
│       ├── StringDecimalJsonConverter.cs
│       ├── TypeChangeJsonConverter.cs
│       ├── Validate.cs
│       ├── WorkerThread.cs
│       └── XElementExtensions.cs
├── Compression/
│   ├── Compression.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Compression.csproj
│   └── ZipStreamWriter.cs
├── Configuration/
│   ├── ApplicationParser.cs
│   ├── CommandLineOption.cs
│   ├── Config.cs
│   ├── LeanArgumentParser.cs
│   ├── OptimizerArgumentParser.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Configuration.csproj
│   ├── ReportArgumentParser.cs
│   └── ToolboxArgumentParser.cs
├── Dockerfile
├── DockerfileJupyter
├── DockerfileLeanFoundation
├── DockerfileLeanFoundationARM
├── Documentation/
│   └── readme.md
├── DownloaderDataProvider/
│   ├── DownloaderDataProviderArgumentParser.cs
│   ├── Models/
│   │   ├── BaseDataDownloadConfig.cs
│   │   ├── BrokerageDataDownloader.cs
│   │   ├── Constants/
│   │   │   └── DownloaderCommandArguments.cs
│   │   ├── DataDownloadConfig.cs
│   │   └── DataUniverseDownloadConfig.cs
│   ├── Program.cs
│   ├── QuantConnect.DownloaderDataProvider.Launcher.csproj
│   └── config.example.json
├── Engine/
│   ├── AlgorithmManager.cs
│   ├── AlgorithmTimeLimitManager.cs
│   ├── DataFeeds/
│   │   ├── AggregationManager.cs
│   │   ├── ApiDataProvider.cs
│   │   ├── BacktestingChainProvider.cs
│   │   ├── BacktestingFutureChainProvider.cs
│   │   ├── BacktestingOptionChainProvider.cs
│   │   ├── BaseDataCollectionAggregatorReader.cs
│   │   ├── BaseDataExchange.cs
│   │   ├── BaseDownloaderDataProvider.cs
│   │   ├── BaseSubscriptionDataSourceReader.cs
│   │   ├── CachingFutureChainProvider.cs
│   │   ├── CachingOptionChainProvider.cs
│   │   ├── ChainProviderInitializeParameters.cs
│   │   ├── CollectionSubscriptionDataSourceReader.cs
│   │   ├── CompositeDataProvider.cs
│   │   ├── CompositeTimeProvider.cs
│   │   ├── CreateStreamReaderErrorEventArgs.cs
│   │   ├── CurrencySubscriptionDataConfigManager.cs
│   │   ├── DataChannelProvider.cs
│   │   ├── DataDownloader/
│   │   │   ├── CanonicalDataDownloaderDecorator.cs
│   │   │   └── DataDownloaderSelector.cs
│   │   ├── DataFeedPacket.cs
│   │   ├── DataManager.cs
│   │   ├── DataPermissionManager.cs
│   │   ├── DataQueueHandlerManager.cs
│   │   ├── DateChangeTimeKeeper.cs
│   │   ├── DefaultDataProvider.cs
│   │   ├── DownloaderDataProvider.cs
│   │   ├── Enumerators/
│   │   │   ├── AuxiliaryDataEnumerator.cs
│   │   │   ├── BaseDataCollectionAggregatorEnumerator.cs
│   │   │   ├── ConcatEnumerator.cs
│   │   │   ├── DelistingEventProvider.cs
│   │   │   ├── DividendEventProvider.cs
│   │   │   ├── EnqueueableEnumerator.cs
│   │   │   ├── Factories/
│   │   │   │   ├── BaseDataCollectionSubscriptionEnumeratorFactory.cs
│   │   │   │   ├── CorporateEventEnumeratorFactory.cs
│   │   │   │   ├── LiveCustomDataSubscriptionEnumeratorFactory.cs
│   │   │   │   ├── SubscriptionDataReaderSubscriptionEnumeratorFactory.cs
│   │   │   │   └── TimeTriggeredUniverseSubscriptionEnumeratorFactory.cs
│   │   │   ├── FastForwardEnumerator.cs
│   │   │   ├── FillForwardEnumerator.cs
│   │   │   ├── FilterEnumerator.cs
│   │   │   ├── FrontierAwareEnumerator.cs
│   │   │   ├── ITradableDateEventProvider.cs
│   │   │   ├── ITradableDatesNotifier.cs
│   │   │   ├── LastPointTracker.cs
│   │   │   ├── LiveAuxiliaryDataEnumerator.cs
│   │   │   ├── LiveAuxiliaryDataSynchronizingEnumerator.cs
│   │   │   ├── LiveDelistingEventProvider.cs
│   │   │   ├── LiveDividendEventProvider.cs
│   │   │   ├── LiveFillForwardEnumerator.cs
│   │   │   ├── LiveMappingEventProvider.cs
│   │   │   ├── LiveSplitEventProvider.cs
│   │   │   ├── LiveSubscriptionEnumerator.cs
│   │   │   ├── MappingEventProvider.cs
│   │   │   ├── NewDataAvailableEventArgs.cs
│   │   │   ├── PriceScaleFactorEnumerator.cs
│   │   │   ├── QuoteBarFillForwardEnumerator.cs
│   │   │   ├── RateLimitEnumerator.cs
│   │   │   ├── RefreshEnumerator.cs
│   │   │   ├── ScannableEnumerator.cs
│   │   │   ├── ScheduledEnumerator.cs
│   │   │   ├── SortEnumerator.cs
│   │   │   ├── SplitEventProvider.cs
│   │   │   ├── StrictDailyEndTimesEnumerator.cs
│   │   │   ├── SubscriptionDataEnumerator.cs
│   │   │   ├── SubscriptionFilterEnumerator.cs
│   │   │   ├── SynchronizingBaseDataEnumerator.cs
│   │   │   ├── SynchronizingEnumerator.cs
│   │   │   └── SynchronizingSliceEnumerator.cs
│   │   ├── FileSystemDataFeed.cs
│   │   ├── FillForwardResolutionChangedEvent.cs
│   │   ├── IDataFeed.cs
│   │   ├── IDataFeedSubscriptionManager.cs
│   │   ├── IDataFeedTimeProvider.cs
│   │   ├── IDataManager.cs
│   │   ├── ISubscriptionDataSourceReader.cs
│   │   ├── ISubscriptionSynchronizer.cs
│   │   ├── ISynchronizer.cs
│   │   ├── IndexSubscriptionDataSourceReader.cs
│   │   ├── InternalSubscriptionManager.cs
│   │   ├── InvalidSourceEventArgs.cs
│   │   ├── LiveFutureChainProvider.cs
│   │   ├── LiveOptionChainProvider.cs
│   │   ├── LiveSynchronizer.cs
│   │   ├── LiveTimeProvider.cs
│   │   ├── LiveTradingDataFeed.cs
│   │   ├── ManualTimeProvider.cs
│   │   ├── NullDataFeed.cs
│   │   ├── PendingRemovalsManager.cs
│   │   ├── PrecalculatedSubscriptionData.cs
│   │   ├── PredicateTimeProvider.cs
│   │   ├── ProcessedDataProvider.cs
│   │   ├── Queues/
│   │   │   ├── DataQueue.cs
│   │   │   └── FakeDataQueue.cs
│   │   ├── ReaderErrorEventArgs.cs
│   │   ├── RealTimeScheduleEventService.cs
│   │   ├── SingleEntryDataCacheProvider.cs
│   │   ├── Subscription.cs
│   │   ├── SubscriptionCollection.cs
│   │   ├── SubscriptionData.cs
│   │   ├── SubscriptionDataReader.cs
│   │   ├── SubscriptionDataSourceReader.cs
│   │   ├── SubscriptionFrontierTimeProvider.cs
│   │   ├── SubscriptionSynchronizer.cs
│   │   ├── SubscriptionUtils.cs
│   │   ├── Synchronizer.cs
│   │   ├── TextSubscriptionDataSourceReader.cs
│   │   ├── TimeSlice.cs
│   │   ├── TimeSliceFactory.cs
│   │   ├── Transport/
│   │   │   ├── LocalFileSubscriptionStreamReader.cs
│   │   │   ├── ObjectStoreSubscriptionStreamReader.cs
│   │   │   ├── RemoteFileSubscriptionStreamReader.cs
│   │   │   └── RestSubscriptionStreamReader.cs
│   │   ├── UniverseSelection.cs
│   │   ├── UpdateData.cs
│   │   ├── WorkScheduling/
│   │   │   ├── BaseWorkScheduler.cs
│   │   │   ├── WeightedWorkQueue.cs
│   │   │   ├── WeightedWorkScheduler.cs
│   │   │   └── WorkItem.cs
│   │   ├── ZipDataCacheProvider.cs
│   │   └── ZipEntryNameSubscriptionDataSourceReader.cs
│   ├── Engine.cs
│   ├── HistoricalData/
│   │   ├── BrokerageHistoryProvider.cs
│   │   ├── FakeHistoryProvider.cs
│   │   ├── HistoryProviderManager.cs
│   │   ├── MappedSynchronizingHistoryProvider.cs
│   │   ├── SineHistoryProvider.cs
│   │   ├── SubscriptionDataReaderHistoryProvider.cs
│   │   └── SynchronizingHistoryProvider.cs
│   ├── Initializer.cs
│   ├── LeanEngineAlgorithmHandlers.cs
│   ├── LeanEngineSystemHandlers.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Lean.Engine.csproj
│   ├── RealTime/
│   │   ├── BacktestingRealTimeHandler.cs
│   │   ├── BaseRealTimeHandler.cs
│   │   ├── IRealTimeHandler.cs
│   │   ├── LiveTradingRealTimeHandler.cs
│   │   └── ScheduledEventFactory.cs
│   ├── Server/
│   │   ├── ILeanManager.cs
│   │   └── LocalLeanManager.cs
│   ├── Setup/
│   │   ├── AlgorithmSetupException.cs
│   │   ├── BacktestingSetupHandler.cs
│   │   ├── BaseSetupHandler.cs
│   │   ├── BrokerageSetupHandler.cs
│   │   ├── ConsoleSetupHandler.cs
│   │   ├── ISetupHandler.cs
│   │   └── SetupHandlerParameters.cs
│   ├── Storage/
│   │   ├── FileHandler.cs
│   │   ├── LocalObjectStore.cs
│   │   └── StorageLimitExceededException.cs
│   └── TransactionHandlers/
│       ├── BacktestingTransactionHandler.cs
│       ├── BrokerageTransactionHandler.cs
│       ├── CancelPendingOrders.cs
│       └── ITransactionHandler.cs
├── Indicators/
│   ├── AbsolutePriceOscillator.cs
│   ├── AccelerationBands.cs
│   ├── AccumulationDistribution.cs
│   ├── AccumulationDistributionOscillator.cs
│   ├── AdvanceDeclineDifference.cs
│   ├── AdvanceDeclineIndicator.cs
│   ├── AdvanceDeclineRatio.cs
│   ├── AdvanceDeclineVolumeRatio.cs
│   ├── Alpha.cs
│   ├── ArmsIndex.cs
│   ├── ArnaudLegouxMovingAverage.cs
│   ├── AroonOscillator.cs
│   ├── AugenPriceSpike.cs
│   ├── AutoRegressiveIntegratedMovingAverage.cs
│   ├── AverageDirectionalIndex.cs
│   ├── AverageDirectionalMovementIndexRating.cs
│   ├── AverageRange.cs
│   ├── AverageTrueRange.cs
│   ├── AwesomeOscillator.cs
│   ├── BalanceOfPower.cs
│   ├── BarIndicator.cs
│   ├── Beta.cs
│   ├── BollingerBands.cs
│   ├── CandlestickPatterns/
│   │   ├── AbandonedBaby.cs
│   │   ├── AdvanceBlock.cs
│   │   ├── BeltHold.cs
│   │   ├── Breakaway.cs
│   │   ├── CandleEnums.cs
│   │   ├── CandleSettings.cs
│   │   ├── CandlestickPattern.cs
│   │   ├── ClosingMarubozu.cs
│   │   ├── ConcealedBabySwallow.cs
│   │   ├── Counterattack.cs
│   │   ├── DarkCloudCover.cs
│   │   ├── Doji.cs
│   │   ├── DojiStar.cs
│   │   ├── DragonflyDoji.cs
│   │   ├── Engulfing.cs
│   │   ├── EveningDojiStar.cs
│   │   ├── EveningStar.cs
│   │   ├── GapSideBySideWhite.cs
│   │   ├── GravestoneDoji.cs
│   │   ├── Hammer.cs
│   │   ├── HangingMan.cs
│   │   ├── Harami.cs
│   │   ├── HaramiCross.cs
│   │   ├── HighWaveCandle.cs
│   │   ├── Hikkake.cs
│   │   ├── HikkakeModified.cs
│   │   ├── HomingPigeon.cs
│   │   ├── IdenticalThreeCrows.cs
│   │   ├── InNeck.cs
│   │   ├── InvertedHammer.cs
│   │   ├── Kicking.cs
│   │   ├── KickingByLength.cs
│   │   ├── LadderBottom.cs
│   │   ├── LongLeggedDoji.cs
│   │   ├── LongLineCandle.cs
│   │   ├── Marubozu.cs
│   │   ├── MatHold.cs
│   │   ├── MatchingLow.cs
│   │   ├── MorningDojiStar.cs
│   │   ├── MorningStar.cs
│   │   ├── OnNeck.cs
│   │   ├── Piercing.cs
│   │   ├── RickshawMan.cs
│   │   ├── RiseFallThreeMethods.cs
│   │   ├── SeparatingLines.cs
│   │   ├── ShootingStar.cs
│   │   ├── ShortLineCandle.cs
│   │   ├── SpinningTop.cs
│   │   ├── StalledPattern.cs
│   │   ├── StickSandwich.cs
│   │   ├── Takuri.cs
│   │   ├── TasukiGap.cs
│   │   ├── ThreeBlackCrows.cs
│   │   ├── ThreeInside.cs
│   │   ├── ThreeLineStrike.cs
│   │   ├── ThreeOutside.cs
│   │   ├── ThreeStarsInSouth.cs
│   │   ├── ThreeWhiteSoldiers.cs
│   │   ├── Thrusting.cs
│   │   ├── Tristar.cs
│   │   ├── TwoCrows.cs
│   │   ├── UniqueThreeRiver.cs
│   │   ├── UpDownGapThreeMethods.cs
│   │   └── UpsideGapTwoCrows.cs
│   ├── ChaikinMoneyFlow.cs
│   ├── ChaikinOscillator.cs
│   ├── ChandeKrollStop.cs
│   ├── ChandeMomentumOscillator.cs
│   ├── ChoppinessIndex.cs
│   ├── CommodityChannelIndex.cs
│   ├── CompositeIndicator.cs
│   ├── ConnorsRelativeStrengthIndex.cs
│   ├── ConstantIndicator.cs
│   ├── CoppockCurve.cs
│   ├── Correlation.cs
│   ├── CorrelationType.cs
│   ├── Covariance.cs
│   ├── DeMarkerIndicator.cs
│   ├── Delay.cs
│   ├── Delta.cs
│   ├── DerivativeOscillator.cs
│   ├── DetrendedPriceOscillator.cs
│   ├── DonchianChannel.cs
│   ├── DoubleExponentialMovingAverage.cs
│   ├── DualSymbolIndicator.cs
│   ├── EaseOfMovementValue.cs
│   ├── ExponentialMovingAverage.cs
│   ├── FilteredIdentity.cs
│   ├── FisherTransform.cs
│   ├── ForceIndex.cs
│   ├── FractalAdaptiveMovingAverage.cs
│   ├── FunctionalIndicator.cs
│   ├── Gamma.cs
│   ├── GreeksIndicators.cs
│   ├── HeikinAshi.cs
│   ├── HilbertTransform.cs
│   ├── HullMovingAverage.cs
│   ├── HurstExponent.cs
│   ├── IchimokuKinkoHyo.cs
│   ├── Identity.cs
│   ├── ImpliedVolatility.cs
│   ├── Indicator.cs
│   ├── IndicatorBase.Operators.cs
│   ├── IndicatorBase.cs
│   ├── IndicatorBasedOptionPriceModel.cs
│   ├── IndicatorBasedOptionPriceModelProvider.cs
│   ├── IndicatorExtensions.cs
│   ├── IndicatorResult.cs
│   ├── IndicatorStatus.cs
│   ├── InternalBarStrength.cs
│   ├── IntradayVwap.cs
│   ├── KaufmanAdaptiveMovingAverage.cs
│   ├── KaufmanEfficiencyRatio.cs
│   ├── KeltnerChannels.cs
│   ├── KlingerVolumeOscillator.cs
│   ├── KnowSureThing.cs
│   ├── LeastSquaresMovingAverage.cs
│   ├── LinearWeightedMovingAverage.cs
│   ├── LogReturn.cs
│   ├── MarketProfile.cs
│   ├── MassIndex.cs
│   ├── Maximum.cs
│   ├── McClellanOscillator.cs
│   ├── McClellanSummationIndex.cs
│   ├── McGinleyDynamic.cs
│   ├── MeanAbsoluteDeviation.cs
│   ├── MesaAdaptiveMovingAverage.cs
│   ├── MidPoint.cs
│   ├── MidPrice.cs
│   ├── Minimum.cs
│   ├── Momentum.cs
│   ├── MomentumPercent.cs
│   ├── Momersion.cs
│   ├── MomersionIndicator.cs
│   ├── MoneyFlowIndex.cs
│   ├── MovingAverageConvergenceDivergence.cs
│   ├── MovingAverageType.cs
│   ├── MovingAverageTypeExtensions.cs
│   ├── MultiSymbolIndicator.cs
│   ├── NewHighsNewLows.cs
│   ├── NewHighsNewLowsVolume.cs
│   ├── NormalizedAverageTrueRange.cs
│   ├── OnBalanceVolume.cs
│   ├── OptionGreekIndicatorBase.cs
│   ├── OptionGreekIndicatorsHelper.cs
│   ├── OptionIndicatorBase.cs
│   ├── ParabolicStopAndReverse.cs
│   ├── ParabolicStopAndReverseExtended.cs
│   ├── PercentagePriceOscillator.cs
│   ├── PivotPointsHighLow.cs
│   ├── PremierStochasticOscillator.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── PythonIndicator.cs
│   ├── QuantConnect.Indicators.csproj
│   ├── RateOfChange.cs
│   ├── RateOfChangePercent.cs
│   ├── RateOfChangeRatio.cs
│   ├── RegressionChannel.cs
│   ├── RelativeDailyVolume.cs
│   ├── RelativeMovingAverage.cs
│   ├── RelativeStrengthIndex.cs
│   ├── RelativeVigorIndex.cs
│   ├── RelativeVigorIndexSignal.cs
│   ├── ResetCompositeIndicator.cs
│   ├── Rho.cs
│   ├── RogersSatchellVolatility.cs
│   ├── SchaffTrendCycle.cs
│   ├── SharpeRatio.cs
│   ├── SimpleMovingAverage.cs
│   ├── SmoothedOnBalanceVolume.cs
│   ├── SortinoRatio.cs
│   ├── SqueezeMomentum.cs
│   ├── StandardDeviation.cs
│   ├── Stochastic.cs
│   ├── StochasticRelativeStrengthIndex.cs
│   ├── Sum.cs
│   ├── SuperTrend.cs
│   ├── SwissArmyKnife.cs
│   ├── T3MovingAverage.cs
│   ├── TargetDownsideDeviation.cs
│   ├── Theta.cs
│   ├── TimeProfile.cs
│   ├── TimeSeriesForecast.cs
│   ├── TimeSeriesIndicator.cs
│   ├── TomDemarkSequential.cs
│   ├── TradeBarIndicator.cs
│   ├── TriangularMovingAverage.cs
│   ├── TripleExponentialMovingAverage.cs
│   ├── Trix.cs
│   ├── TrueRange.cs
│   ├── TrueStrengthIndex.cs
│   ├── UltimateOscillator.cs
│   ├── ValueAtRisk.cs
│   ├── VariableIndexDynamicAverage.cs
│   ├── Variance.cs
│   ├── Vega.cs
│   ├── VolumeProfile.cs
│   ├── VolumeWeightedAveragePriceIndicator.cs
│   ├── VolumeWeightedMovingAverage.cs
│   ├── Vortex.cs
│   ├── WilderAccumulativeSwingIndex.cs
│   ├── WilderMovingAverage.cs
│   ├── WilderSwingIndex.cs
│   ├── WilliamsPercentR.cs
│   ├── WindowIdentity.cs
│   ├── WindowIndicator.cs
│   ├── ZeroLagExponentialMovingAverage.cs
│   └── ZigZag.cs
├── LICENSE
├── Launcher/
│   ├── Program.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Lean.Launcher.csproj
│   └── config.json
├── LocalPackages/
│   └── readme.md
├── Logging/
│   ├── CompositeLogHandler.cs
│   ├── ConsoleErrorLogHandler.cs
│   ├── ConsoleLogHandler.cs
│   ├── FileLogHandler.cs
│   ├── FunctionalLogHandler.cs
│   ├── ILogHandler.cs
│   ├── ILogHandlerExtensions.cs
│   ├── Log.cs
│   ├── LogEntry.cs
│   ├── LogType.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Logging.csproj
│   ├── QueueLogHandler.cs
│   ├── RegressionFileLogHandler.cs
│   └── WhoCalledMe.cs
├── Messaging/
│   ├── EventMessagingHandler.cs
│   ├── Messaging.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Messaging.csproj
│   └── StreamingMessageHandler.cs
├── Optimizer/
│   ├── LeanOptimizer.cs
│   ├── OptimizationNodePacket.cs
│   ├── OptimizationResult.cs
│   ├── Parameters/
│   │   ├── OptimizationParameterEnumerator.cs
│   │   └── OptimizationStepParameterEnumerator.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Optimizer.csproj
│   └── Strategies/
│       ├── EulerSearchOptimizationStrategy.cs
│       ├── GridSearchOptimizationStrategy.cs
│       ├── IOptimizationStrategy.cs
│       ├── OptimizationStrategySettings.cs
│       ├── StepBaseOptimizationStrategy.cs
│       └── StepBaseOptimizationStrategySettings.cs
├── Optimizer.Launcher/
│   ├── ConsoleLeanOptimizer.cs
│   ├── Program.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Optimizer.Launcher.csproj
│   └── config.example.json
├── QuantConnect.Lean.sln
├── Queues/
│   ├── JobQueue.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   └── QuantConnect.Queues.csproj
├── Report/
│   ├── Crisis.cs
│   ├── CrisisEvent.cs
│   ├── DeedleUtil.cs
│   ├── DrawdownCollection.cs
│   ├── DrawdownPeriod.cs
│   ├── Metrics.cs
│   ├── NullResultValueTypeJsonConverter.cs
│   ├── OrderTypeNormalizingJsonConverter.cs
│   ├── PointInTimePortfolio.cs
│   ├── PortfolioLooper/
│   │   ├── MockDataFeed.cs
│   │   ├── PortfolioLooper.cs
│   │   └── PortfolioLooperAlgorithm.cs
│   ├── Program.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantConnect.Report.csproj
│   ├── Report.cs
│   ├── ReportChartTests.py
│   ├── ReportCharts.py
│   ├── ReportElements/
│   │   ├── AnnualReturnsReportElement.cs
│   │   ├── AssetAllocationReportElement.cs
│   │   ├── CAGRReportElement.cs
│   │   ├── ChartReportElement.cs
│   │   ├── CrisisReportElement.cs
│   │   ├── CumulativeReturnsReportElement.cs
│   │   ├── DailyReturnsReportElement.cs
│   │   ├── DrawdownReportElement.cs
│   │   ├── EstimatedCapacityReportElement.cs
│   │   ├── ExposureReportElement.cs
│   │   ├── IReportElement.cs
│   │   ├── InformationRatioReportElement.cs
│   │   ├── LeverageUtilizationReportElement.cs
│   │   ├── MarketsReportElement.cs
│   │   ├── MaxDrawdownRecoveryReportElement.cs
│   │   ├── MaxDrawdownReportElement.cs
│   │   ├── MonthlyReturnsReportElement.cs
│   │   ├── PSRReportElement.cs
│   │   ├── ParametersReportElement.cs
│   │   ├── ReportElement.cs
│   │   ├── ReturnsPerTradeReportElement.cs
│   │   ├── RollingPortfolioBetaReportElement.cs
│   │   ├── RollingSharpeReportElement.cs
│   │   ├── RuntimeDaysReportElement.cs
│   │   ├── SharpeRatioReportElement.cs
│   │   ├── SortinoRatioReportElement.cs
│   │   ├── TextReportElement.cs
│   │   ├── TradesPerDayReportElement.cs
│   │   └── TurnoverReportElement.cs
│   ├── ReportKey.cs
│   ├── ResultsUtil.cs
│   ├── Rolling.cs
│   ├── config.example.json
│   ├── css/
│   │   ├── report.css
│   │   └── report_override.css
│   └── template.html
├── Research/
│   ├── BasicCSharpQuantBookTemplate.ipynb
│   ├── BasicQuantBookTemplate.ipynb
│   ├── FutureHistory.cs
│   ├── Initialize.csx
│   ├── KitchenSinkCSharpQuantBookTemplate.ipynb
│   ├── KitchenSinkQuantBookTemplate.ipynb
│   ├── OptionHistory.cs
│   ├── Properties/
│   │   └── AssemblyInfo.cs
│   ├── QuantBook.cs
│   ├── QuantConnect.Research.csproj
│   ├── QuantConnect.csx
│   ├── docker.cfg
│   ├── readme.md
│   └── start.py
├── Tests/
│   ├── Algorithm/
│   │   ├── AlgorithmAddDataTests.cs
│   │   ├── AlgorithmAddSecurityTests.cs
│   │   ├── AlgorithmAddUniverseTests.cs
│   │   ├── AlgorithmBenchmarkTests.cs
│   │   ├── AlgorithmChainsTests.cs
│   │   ├── AlgorithmDownloadTests.cs
│   │   ├── AlgorithmGetParameterTests.cs
│   │   ├── AlgorithmHistoryTests.cs
│   │   ├── AlgorithmIndicatorsTests.cs
│   │   ├── AlgorithmInitializeTests.cs
│   │   ├── AlgorithmLiveTradingTests.cs
│   │   ├── AlgorithmNamingTests.cs
│   │   ├── AlgorithmPlottingTests.cs
│   │   ├── AlgorithmRegisterIndicatorTests.cs
│   │   ├── AlgorithmResolveConsolidatorTests.cs
│   │   ├── AlgorithmSetBrokerageTests.cs
│   │   ├── AlgorithmSetHoldingsTests.cs
│   │   ├── AlgorithmSettingsTest.cs
│   │   ├── AlgorithmSubscriptionManagerRemoveConsolidatorTests.cs
│   │   ├── AlgorithmTradingTests.cs
│   │   ├── AlgorithmUniverseSettingsTests.cs
│   │   ├── AlgorithmWarmupTests.cs
│   │   ├── CashModelAlgorithmTradingTests.cs
│   │   ├── Framework/
│   │   │   ├── Alphas/
│   │   │   │   ├── BasePairsTradingAlphaModelTests.cs
│   │   │   │   ├── CommonAlphaModelTests.cs
│   │   │   │   ├── ConstantAlphaModelTests.cs
│   │   │   │   ├── EmaCrossAlphaModelTests.cs
│   │   │   │   ├── InsightCollectionTests.cs
│   │   │   │   ├── InsightManagerTests.cs
│   │   │   │   ├── MacdAlphaModelTests.cs
│   │   │   │   ├── RsiAlphaModelTests.cs
│   │   │   │   ├── Serialization/
│   │   │   │   │   └── InsightJsonConverterTests.cs
│   │   │   │   ├── TestEmaCrossAlphaModel.cs
│   │   │   │   └── TestMacdAlphaModel.cs
│   │   │   ├── Execution/
│   │   │   │   ├── ImmediateExecutionModelTests.cs
│   │   │   │   ├── SpreadExecutionModelTests.cs
│   │   │   │   ├── StandardDeviationExecutionModelTests.cs
│   │   │   │   └── VolumeWeightedAveragePriceExecutionModelTests.cs
│   │   │   ├── FrameworkModelsPythonInheritanceTests.cs
│   │   │   ├── InsightTests.cs
│   │   │   ├── NotifiedSecurityChangesTests.cs
│   │   │   ├── Portfolio/
│   │   │   │   ├── AccumulativeInsightPortfolioConstructionModelTests.cs
│   │   │   │   ├── BaseWeightingPortfolioConstructionModelTests.cs
│   │   │   │   ├── BlackLittermanOptimizationPortfolioConstructionModelTests.cs
│   │   │   │   ├── ConfidenceWeightedPortfolioConstructionModelTests.cs
│   │   │   │   ├── EqualWeightingPortfolioConstructionModelTests.cs
│   │   │   │   ├── InsightWeightingPortfolioConstructionModelTests.cs
│   │   │   │   ├── LongOnlyEqualWeightingPortfolioConstructionModelTests.cs
│   │   │   │   ├── LongOnlyInsightWeightingPortfolioConstructionModelTests.cs
│   │   │   │   ├── MaximumSharpeRatioPortfolioOptimizerTests.cs
│   │   │   │   ├── MeanReversionPortfolioConstructionModelTest.cs
│   │   │   │   ├── MeanVarianceOptimizationPortfolioConstructionModelTests.cs
│   │   │   │   ├── MinimumVariancePortfolioOptimizerTests.cs
│   │   │   │   ├── PortfolioConstructionModelPythonWrapperTests.cs
│   │   │   │   ├── PortfolioConstructionModelTests.cs
│   │   │   │   ├── PortfolioOptimizerPythonWrapperTests.cs
│   │   │   │   ├── PortfolioOptimizerTestsBase.cs
│   │   │   │   ├── PortfolioTargetCollectionTests.cs
│   │   │   │   ├── PortfolioTargetTests.cs
│   │   │   │   ├── ReturnsSymbolDataTests.cs
│   │   │   │   ├── RiskParityPortfolioConstructionModelTests.cs
│   │   │   │   ├── RiskParityPortfolioOptimizerTests.cs
│   │   │   │   ├── SectorWeightingPortfolioConstructionModelTests.cs
│   │   │   │   ├── SignalExportTargetTests.cs
│   │   │   │   └── UnconstrainedMeanVariancePortfolioOptimizerTests.cs
│   │   │   ├── QCAlgorithmFrameworkTests.cs
│   │   │   ├── Risk/
│   │   │   │   ├── MaximumDrawdownPercentPerSecurityTests.cs
│   │   │   │   ├── MaximumDrawdownPercentPortfolioTests.cs
│   │   │   │   └── TrailingStopRiskManagementModelTests.cs
│   │   │   └── Selection/
│   │   │       ├── ETFConstituentsUniverseSelectionModelTests.cs
│   │   │       ├── ManualUniverseSelectionModelTests.cs
│   │   │       ├── OpenInterestFutureUniverseSelectionModelTests.cs
│   │   │       └── QC500UniverseSelectionModelTests.cs
│   │   └── UniverseDefinitionsTests.cs
│   ├── AlgorithmFactory/
│   │   └── LoaderTests.cs
│   ├── AlgorithmRunner.cs
│   ├── AlgorithmRunnerResults.cs
│   ├── Api/
│   │   ├── AccountTests.cs
│   │   ├── ApiTestBase.cs
│   │   ├── ApiTests.cs
│   │   ├── AuthenticationTests.cs
│   │   ├── CommandTests.cs
│   │   ├── DataTests.cs
│   │   ├── LiveTradingTests.cs
│   │   ├── ObjectStoreTests.cs
│   │   ├── OptimizationBacktestJsonConverterTests.cs
│   │   ├── OptimizationTests.cs
│   │   ├── OrganizationTests.cs
│   │   ├── ParameterSetJsonConverterTests.cs
│   │   └── ProjectTests.cs
│   ├── AssemblyInitialize.cs
│   ├── Brokerages/
│   │   ├── Authentication/
│   │   │   ├── AccessTokenMetaDataResponseTests.cs
│   │   │   └── TokenHandlerTests.cs
│   │   ├── BaseOrderTestParameters.cs
│   │   ├── BrokerageConcurrentMessageHandlerTests.cs
│   │   ├── BrokerageFactoryTests.cs
│   │   ├── BrokerageTests.cs
│   │   ├── ComboLimitOrderTestParameters.cs
│   │   ├── DefaultBrokerageTests.cs
│   │   ├── DowngradeErrorCodeToWarningBrokerageMessageHandlerTests.cs
│   │   ├── Exante/
│   │   │   └── ExanteFeeModelTests.cs
│   │   ├── Kraken/
│   │   │   ├── KrakenBrokerageModelTests.cs
│   │   │   └── KrakenFeeModelTests.cs
│   │   ├── LevelOneOrderBook/
│   │   │   └── LevelOneMarketDataTests.cs
│   │   ├── LimitIfTouchedOrderTestParameters.cs
│   │   ├── LimitOrderTestParameters.cs
│   │   ├── MarketOnCloseOrderTestParameters.cs
│   │   ├── MarketOnOpenOrderTestParameters.cs
│   │   ├── MarketOrderTestParameters.cs
│   │   ├── Models/
│   │   │   └── PaperBrokerageWithManualCashBalance.cs
│   │   ├── OrderCrossingBrokerageTests.cs
│   │   ├── OrderProvider.cs
│   │   ├── OrderTestParameters.cs
│   │   ├── Paper/
│   │   │   └── PaperBrokerageTests.cs
│   │   ├── SecurityProvider.cs
│   │   ├── StopLimitOrderTestParameters.cs
│   │   ├── StopMarketOrderTestParameters.cs
│   │   ├── SymbolPropertiesDatabaseSymbolMapperTests.cs
│   │   ├── Tastytrade/
│   │   │   └── TastytradeFeeModelTests.cs
│   │   ├── TestHelpers.cs
│   │   ├── TradeStation/
│   │   │   └── TradeStationBrokerageModelTests.cs
│   │   └── TrailingStopOrderTestParameters.cs
│   ├── Common/
│   │   ├── AlgorithmConfigurationTests.cs
│   │   ├── BaseExtendedDictionaryTests.cs
│   │   ├── Benchmarks/
│   │   │   └── SecurityBenchmarkTests.cs
│   │   ├── BinaryComparisonTests.cs
│   │   ├── BrokerageNameTests.cs
│   │   ├── Brokerages/
│   │   │   ├── AlpacaBrokerageModelTests.cs
│   │   │   ├── BinanceBrokerageModelTests.cs
│   │   │   ├── BinanceUSBrokerageModelTests.cs
│   │   │   ├── BitfinexBrokerageModelTests.cs
│   │   │   ├── BrokerageModelTests.cs
│   │   │   ├── BybitBrokerageModelTests.cs
│   │   │   ├── CoinbaseBrokerageModelTests.cs
│   │   │   ├── DefaultBrokerageModelTests.cs
│   │   │   ├── ExanteBrokerageModelTests.cs
│   │   │   ├── FTXBrokerageModelTests.cs
│   │   │   ├── FTXUSBrokerageModelTests.cs
│   │   │   ├── FxcmBrokerageModelTests.cs
│   │   │   ├── InteractiveBrokersBrokerageModelTests.cs
│   │   │   ├── InteractiveBrokersFixModelTests.cs
│   │   │   ├── KrakenBrokerageModelTests.cs
│   │   │   ├── TastytradeBrokerageModelTests.cs
│   │   │   └── TradierBrokerageModelTests.cs
│   │   ├── CandlestickSeriesTests.cs
│   │   ├── ChartTests.cs
│   │   ├── Commands/
│   │   │   ├── BaseCommandTests.cs
│   │   │   ├── CallbackCommandTests.cs
│   │   │   ├── FileCommandHandlerTests.cs
│   │   │   └── OrderCommandTests.cs
│   │   ├── CurrenciesTests.cs
│   │   ├── Data/
│   │   │   ├── Auxiliary/
│   │   │   │   ├── AuxiliaryDataSerializationTests.cs
│   │   │   │   ├── FactorFileRowTests.cs
│   │   │   │   ├── FactorFileTests.cs
│   │   │   │   ├── LocalDiskFactorFileProviderTests.cs
│   │   │   │   ├── LocalDiskMapFileProviderTests.cs
│   │   │   │   ├── LocalZipFactorFileProviderTests.cs
│   │   │   │   ├── LocalZipMapFileProviderTests.cs
│   │   │   │   └── MapFileTests.cs
│   │   │   ├── BaseConsolidatorTests.cs
│   │   │   ├── BaseDataConsolidatorTests.cs
│   │   │   ├── BaseDataTests.cs
│   │   │   ├── CalendarConsolidatorsTests.cs
│   │   │   ├── ChannelTests.cs
│   │   │   ├── ClassicRangeConsolidatorTests.cs
│   │   │   ├── ClassicRenkoConsolidatorTests.cs
│   │   │   ├── ConsolidatorWrapperTests.cs
│   │   │   ├── Custom/
│   │   │   │   └── PythonCustomDataTests.cs
│   │   │   ├── DataQueueHandlerSubscriptionManagerTests.cs
│   │   │   ├── DividendYieldProviderTests.cs
│   │   │   ├── DollarVolumeRenkoConsolidatorTests.cs
│   │   │   ├── DynamicDataConsolidatorTests.cs
│   │   │   ├── DynamicDataTests.cs
│   │   │   ├── FakeDataQueuehandlerSubscriptionManager.cs
│   │   │   ├── Fundamental/
│   │   │   │   ├── BaseFundamentalDataProviderTests.cs
│   │   │   │   ├── FundamentalTests.cs
│   │   │   │   ├── FundamentalUniverseSelectionModelTests.cs
│   │   │   │   ├── MultiPeriodFieldTests.cs
│   │   │   │   ├── NullFundamentalDataProvider.cs
│   │   │   │   └── TestFundamentalDataProvider.cs
│   │   │   ├── IdentityDataConsolidatorTests.cs
│   │   │   ├── InterestRateProviderTests.cs
│   │   │   ├── Market/
│   │   │   │   ├── BarTests.cs
│   │   │   │   ├── FuturesContractTests.cs
│   │   │   │   ├── QuoteBarTests.cs
│   │   │   │   ├── TickTests.cs
│   │   │   │   └── TradeBarTests.cs
│   │   │   ├── MarketHourAwareConsolidatorTests.cs
│   │   │   ├── MockSubscriptionDataConfigProvider.cs
│   │   │   ├── OpenInterestConsolidatorTests.cs
│   │   │   ├── PeriodCountConsolidatorTests.cs
│   │   │   ├── QuoteBarConsolidatorTests.cs
│   │   │   ├── RangeConsolidatorTests.cs
│   │   │   ├── RenkoConsolidatorTests.cs
│   │   │   ├── SequentialConsolidatorTests.cs
│   │   │   ├── SessionConsolidatorTests.cs
│   │   │   ├── Shortable/
│   │   │   │   └── ShortableProviderTests.cs
│   │   │   ├── SliceTests.cs
│   │   │   ├── SubscriptionDataSourceTests.cs
│   │   │   ├── SubscriptionManagerTests.cs
│   │   │   ├── TickConsolidatorTests.cs
│   │   │   ├── TickQuoteBarConsolidatorTests.cs
│   │   │   ├── TradeBarConsolidatorTests.cs
│   │   │   ├── UniverseSelection/
│   │   │   │   ├── CoarseFundamentalTests.cs
│   │   │   │   ├── ConstituentsUniverseDataTests.cs
│   │   │   │   ├── OptionUniverseTests.cs
│   │   │   │   ├── ScheduledUniverseTests.cs
│   │   │   │   ├── SecurityChangesTests.cs
│   │   │   │   ├── UniverseTests.cs
│   │   │   │   └── UserDefinedUniverseTests.cs
│   │   │   └── VolumeRenkoConsolidatorTests.cs
│   │   ├── DataMonitorReportTests.cs
│   │   ├── DocumentationAttributeTest.cs
│   │   ├── Exceptions/
│   │   │   ├── ClrBubbledExceptionInterpreterTests.cs
│   │   │   ├── DllNotFoundPythonExceptionInterpreterTests.cs
│   │   │   ├── FakeExceptionInterpreter.cs
│   │   │   ├── InvalidTokenPythonExceptionInterpreterTests.cs
│   │   │   ├── KeyErrorPythonExceptionInterpreterTests.cs
│   │   │   ├── NoMethodMatchPythonExceptionInterpreterTests.cs
│   │   │   ├── NullExceptionInterpreter.cs
│   │   │   ├── PythonExceptionInterpreterTests.cs
│   │   │   ├── ScheduledEventExceptionInterpreterTests.cs
│   │   │   ├── StackExceptionInterpreterTests.cs
│   │   │   ├── SystemExceptionInterpreterTests.cs
│   │   │   └── UnsupportedOperandPythonExceptionInterpreterTests.cs
│   │   ├── ExchangeTest.cs
│   │   ├── ExpiryTests.cs
│   │   ├── ExtendedDictionaryTests.cs
│   │   ├── HoldingTests.cs
│   │   ├── IsolatorLimitResultProviderTests.cs
│   │   ├── IsolatorTests.cs
│   │   ├── MarketTests.cs
│   │   ├── Notifications/
│   │   │   ├── NotificationEmailTests.cs
│   │   │   ├── NotificationFtpTests.cs
│   │   │   ├── NotificationJsonConverterTests.cs
│   │   │   └── NotificationManagerTests.cs
│   │   ├── NullTimeKeeper.cs
│   │   ├── OSTests.cs
│   │   ├── OrderTargetsByMarginImpactTests.cs
│   │   ├── Orders/
│   │   │   ├── CoinbaseOrderPropertiesTests.cs
│   │   │   ├── Fees/
│   │   │   │   ├── AlpacaFeeModelTests.cs
│   │   │   │   ├── AlphaStreamsFeeModelTests.cs
│   │   │   │   ├── BackwardsCompatibilityFeeModelTests.cs
│   │   │   │   ├── BinanceCoinFuturesFeeModelTests.cs
│   │   │   │   ├── BinanceFeeModelTests.cs
│   │   │   │   ├── BinanceFuturesFeeModelTests.cs
│   │   │   │   ├── BitfinexFeeModelTests.cs
│   │   │   │   ├── BybitFeeModelTests.cs
│   │   │   │   ├── BybitFuturesFeeModelTests.cs
│   │   │   │   ├── CoinbaseFeeModelTests.cs
│   │   │   │   ├── FTXFeeTests.cs
│   │   │   │   ├── FTXUSFeeTests.cs
│   │   │   │   ├── InteractiveBrokersFeeModelTests.cs
│   │   │   │   ├── OrderFeesTests.cs
│   │   │   │   └── SamcoFeeModelTests.cs
│   │   │   ├── Fills/
│   │   │   │   ├── BackwardsCompatibilityFillModelsTests.cs
│   │   │   │   ├── EquityFillModelTests.LimitFill.cs
│   │   │   │   ├── EquityFillModelTests.StopMarketFill.cs
│   │   │   │   ├── EquityFillModelTests.cs
│   │   │   │   ├── FutureFillModelTests.cs
│   │   │   │   ├── FutureOptionFillModelTests.cs
│   │   │   │   ├── ImmediateFillModelTests.cs
│   │   │   │   ├── LatestPriceFillModelT

SYMBOL INDEX (29674 symbols across 4633 files)

FILE: Algorithm.CSharp/AccordVectorMachinesAlgorithm.cs
  class AccordVectorMachinesAlgorithm (line 26) | public class AccordVectorMachinesAlgorithm : QCAlgorithm
    method Initialize (line 35) | public override void Initialize()
    method TrainAndTrade (line 52) | private void TrainAndTrade()

FILE: Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs
  class AccumulativeInsightPortfolioRegressionAlgorithm (line 30) | public class AccumulativeInsightPortfolioRegressionAlgorithm : QCAlgorit...
    method Initialize (line 35) | public override void Initialize()
    method OnEndOfAlgorithm (line 51) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddAlphaModelAlgorithm.cs
  class AddAlphaModelAlgorithm (line 31) | public class AddAlphaModelAlgorithm : QCAlgorithm, IRegressionAlgorithmD...
    method Initialize (line 40) | public override void Initialize()
    method OnInsightsGeneratedVerifier (line 62) | private void OnInsightsGeneratedVerifier(IAlgorithm algorithm,
    class OneTimeAlphaModel (line 73) | private class OneTimeAlphaModel : AlphaModel
      method OneTimeAlphaModel (line 78) | public OneTimeAlphaModel(Symbol symbol)
      method Update (line 83) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...

FILE: Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs
  class AddAndRemoveOptionContractRegressionAlgorithm (line 28) | public class AddAndRemoveOptionContractRegressionAlgorithm : QCAlgorithm...
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 52) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 69) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
  class AddAndRemoveSecuritySameLoopRegressionAlgorithm (line 27) | public class AddAndRemoveSecuritySameLoopRegressionAlgorithm : QCAlgorit...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 64) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddBetaIndicatorNewAssetsRegressionAlgorithm.cs
  class AddBetaIndicatorNewAssetsRegressionAlgorithm (line 30) | public class AddBetaIndicatorNewAssetsRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method OnOrderEvent (line 75) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs
  class AddBetaIndicatorRegressionAlgorithm (line 28) | public class AddBetaIndicatorRegressionAlgorithm : QCAlgorithm, IRegress...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 54) | public override void OnData(Slice slice)
    method OnOrderEvent (line 72) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs
  class AddFutureContractWithContinuousRegressionAlgorithm (line 32) | public class AddFutureContractWithContinuousRegressionAlgorithm : QCAlgo...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 59) | public override void OnData(Slice slice)
    method OnOrderEvent (line 86) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnSecuritiesChanged (line 94) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
  class AddFutureOptionContractDataStreamingRegressionAlgorithm (line 30) | public class AddFutureOptionContractDataStreamingRegressionAlgorithm : Q...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 69) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 111) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
  class AddFutureOptionContractFromFutureChainRegressionAlgorithm (line 27) | public class AddFutureOptionContractFromFutureChainRegressionAlgorithm :...
    method Initialize (line 31) | public override void Initialize()
    method OnData (line 43) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs
  class AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm (line 30) | public class AddFutureOptionContractWithInternalMappedUnderlyingRegressi...
    method Initialize (line 35) | public override void Initialize()
    method OnSecuritiesChanged (line 46) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
  class AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm (line 32) | public class AddFutureOptionSingleOptionChainSelectedInUniverseFilterReg...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 78) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 165) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddFutureUniverseSelectionModelRegressionAlgorithm.cs
  class AddFutureUniverseSelectionModelRegressionAlgorithm (line 30) | public class AddFutureUniverseSelectionModelRegressionAlgorithm : QCAlgo...
    method Initialize (line 32) | public override void Initialize()
    method OnSecuritiesChanged (line 45) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 63) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs
  class AddOptionContractExpiresRegressionAlgorithm (line 28) | public class AddOptionContractExpiresRegressionAlgorithm : QCAlgorithm, ...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 45) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs
  class AddOptionContractFromUniverseRegressionAlgorithm (line 30) | public class AddOptionContractFromUniverseRegressionAlgorithm : QCAlgori...
    method Initialize (line 39) | public override void Initialize()
    method OnData (line 53) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 93) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 142) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs
  class AddOptionContractTwiceRegressionAlgorithm (line 27) | public class AddOptionContractTwiceRegressionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 53) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 94) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddOptionUniverseSelectionModelRegressionAlgorithm.cs
  class AddOptionUniverseSelectionModelRegressionAlgorithm (line 29) | public class AddOptionUniverseSelectionModelRegressionAlgorithm : QCAlgo...
    method Initialize (line 32) | public override void Initialize()
    method SelectOptionChainSymbols (line 44) | private static IEnumerable<Symbol> SelectOptionChainSymbols(DateTime u...
    method OnSecuritiesChanged (line 58) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 74) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
  class AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm (line 28) | public class AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm : QC...
    method Initialize (line 30) | public override void Initialize()
    method OnSecuritiesChanged (line 50) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs
  class AddRemoveOptionUniverseRegressionAlgorithm (line 29) | public class AddRemoveOptionUniverseRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 49) | public override void Initialize()
    method OnData (line 63) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 144) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs
  class AddRemoveSecurityCacheRegressionAlgorithm (line 27) | public class AddRemoveSecurityCacheRegressionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 45) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs
  class AddRemoveSecurityRegressionAlgorithm (line 32) | public class AddRemoveSecurityRegressionAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 55) | public override void OnData(Slice slice)
    method OnOrderEvent (line 88) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/AddRiskManagementAlgorithm.cs
  class AddRiskManagementAlgorithm (line 30) | public class AddRiskManagementAlgorithm : QCAlgorithm, IRegressionAlgori...
    method Initialize (line 35) | public override void Initialize()

FILE: Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
  class AddTwoAndRemoveOneOptionContractRegressionAlgorithm (line 28) | public class AddTwoAndRemoveOneOptionContractRegressionAlgorithm : QCAlg...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 57) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs
  class AddUniverseSelectionModelAlgorithm (line 30) | public class AddUniverseSelectionModelAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 35) | public override void Initialize()
    method OnEndOfAlgorithm (line 56) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs
  class AddUniverseSelectionModelCoarseAlgorithm (line 30) | public class AddUniverseSelectionModelCoarseAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 35) | public override void Initialize()
    method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs
  class AdjustedVolumeRegressionAlgorithm (line 29) | public class AdjustedVolumeRegressionAlgorithm : QCAlgorithm, IRegressio...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 66) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/AlgorithmModeAndDeploymentTargetAlgorithm.cs
  class AlgorithmModeAndDeploymentTargetAlgorithm (line 25) | public class AlgorithmModeAndDeploymentTargetAlgorithm : QCAlgorithm, IR...
    method Initialize (line 27) | public override void Initialize()

FILE: Algorithm.CSharp/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
  class AllShortableSymbolsCoarseSelectionRegressionAlgorithm (line 32) | public class AllShortableSymbolsCoarseSelectionRegressionAlgorithm : QCA...
    method Initialize (line 89) | public override void Initialize()
    method OnData (line 103) | public override void OnData(Slice slice)
    method CoarseSelection (line 125) | private IEnumerable<Symbol> CoarseSelection(IEnumerable<CoarseFundamen...
    method OnEndOfAlgorithm (line 160) | public override void OnEndOfAlgorithm()
    class AllShortableSymbolsRegressionAlgorithmBrokerageModel (line 168) | private class AllShortableSymbolsRegressionAlgorithmBrokerageModel : D...
      method AllShortableSymbolsRegressionAlgorithmBrokerageModel (line 170) | public AllShortableSymbolsRegressionAlgorithmBrokerageModel() : base()
      method GetShortableProvider (line 173) | public override IShortableProvider GetShortableProvider(Security sec...
    class RegressionTestShortableProvider (line 179) | private class RegressionTestShortableProvider : LocalDiskShortableProv...
      method RegressionTestShortableProvider (line 181) | public RegressionTestShortableProvider() : base("testbrokerage")
      method AllShortableSymbols (line 190) | public Dictionary<Symbol, long> AllShortableSymbols(DateTime localTime)

FILE: Algorithm.CSharp/Alphas/GasAndCrudeOilEnergyCorrelationAlpha.cs
  class GasAndCrudeOilEnergyCorrelationAlpha (line 46) | public class GasAndCrudeOilEnergyCorrelationAlpha : QCAlgorithm
    method Initialize (line 48) | public override void Initialize()
    class PairsAlphaModel (line 83) | private class PairsAlphaModel : AlphaModel
      method PairsAlphaModel (line 97) | public PairsAlphaModel(
      method Update (line 115) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...
      method CorrelationPairsSelection (line 135) | public void CorrelationPairsSelection()
      method OnSecuritiesChanged (line 181) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu...
      class SymbolData (line 225) | private class SymbolData
        method SymbolData (line 240) | public SymbolData(QCAlgorithm algorithm, Symbol symbol, int dailyL...
        method RemoveConsolidators (line 255) | public void RemoveConsolidators(QCAlgorithm algorithm)
        method UpdateRateOfChange (line 261) | public void UpdateRateOfChange(BaseData data)
        method UpdateDailyRateOfChange (line 266) | internal void UpdateDailyRateOfChange(BaseData data)
        method ToString (line 271) | public override string ToString() => Return.ToDetailedString();
    class CustomExecutionModel (line 278) | private class CustomExecutionModel : ExecutionModel
      method Execute (line 288) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget...

FILE: Algorithm.CSharp/Alphas/GlobalEquityMeanReversionIBSAlpha.cs
  class GlobalEquityMeanReversionIBSAlpha (line 42) | public class GlobalEquityMeanReversionIBSAlpha : QCAlgorithm
    method Initialize (line 44) | public override void Initialize()
    class MeanReversionIBSAlphaModel (line 80) | private class MeanReversionIBSAlphaModel : AlphaModel
      method MeanReversionIBSAlphaModel (line 85) | public MeanReversionIBSAlphaModel(
      method Update (line 94) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...

FILE: Algorithm.CSharp/Alphas/GreenblattMagicFormulaAlpha.cs
  class GreenblattMagicFormulaAlpha (line 48) | public class GreenblattMagicFormulaAlpha : QCAlgorithm
    method Initialize (line 50) | public override void Initialize()
    class RateOfChangeAlphaModel (line 77) | private class RateOfChangeAlphaModel : AlphaModel
      method RateOfChangeAlphaModel (line 84) | public RateOfChangeAlphaModel(
      method Update (line 94) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...
      method OnSecuritiesChanged (line 111) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu...
      class SymbolData (line 147) | private class SymbolData
        method SymbolData (line 168) | public SymbolData(QCAlgorithm algorithm, Symbol symbol, int lookba...
        method RemoveConsolidators (line 176) | internal void RemoveConsolidators(QCAlgorithm algorithm)
        method WarmUpIndicators (line 181) | internal void WarmUpIndicators(BaseData bar)
    class GreenBlattMagicFormulaUniverseSelectionModel (line 192) | private class GreenBlattMagicFormulaUniverseSelectionModel : Fundament...
      method GreenBlattMagicFormulaUniverseSelectionModel (line 200) | public GreenBlattMagicFormulaUniverseSelectionModel() : base(true)
      method SelectCoarse (line 211) | public override IEnumerable<Symbol> SelectCoarse(QCAlgorithm algorit...
      method SelectFine (line 241) | public override IEnumerable<Symbol> SelectFine(QCAlgorithm algorithm...

FILE: Algorithm.CSharp/Alphas/IntradayReversalCurrencyMarketsAlpha.cs
  class IntradayReversalCurrencyMarketsAlpha (line 41) | public class IntradayReversalCurrencyMarketsAlpha : QCAlgorithm
    method Initialize (line 43) | public override void Initialize()
    class IntradayReversalAlphaModel (line 81) | private class IntradayReversalAlphaModel : AlphaModel
      method IntradayReversalAlphaModel (line 87) | public IntradayReversalAlphaModel(
      method Update (line 97) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...
      method ShouldEmitInsight (line 136) | private bool ShouldEmitInsight(QCAlgorithm algorithm, Symbol symbol)
      method OnSecuritiesChanged (line 145) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu...
      class SymbolData (line 157) | private class SymbolData
        method SymbolData (line 163) | public SymbolData(QCAlgorithm algorithm, Symbol symbol, int period...
        method IsUptrend (line 169) | public bool IsUptrend(decimal price)

FILE: Algorithm.CSharp/Alphas/MeanReversionLunchBreakAlpha.cs
  class MeanReversionLunchBreakAlpha (line 41) | public class MeanReversionLunchBreakAlpha : QCAlgorithm
    method Initialize (line 43) | public override void Initialize()
    method CoarseSelectionFunction (line 71) | private IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<Coarse...
    class MeanReversionLunchBreakAlphaModel (line 84) | private class MeanReversionLunchBreakAlphaModel : AlphaModel
      method MeanReversionLunchBreakAlphaModel (line 90) | public MeanReversionLunchBreakAlphaModel(int lookback = 1)
      method Update (line 96) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...
      method OnSecuritiesChanged (line 112) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu...
      class SymbolData (line 146) | private class SymbolData
        method SymbolData (line 168) | public SymbolData(Symbol symbol, TimeSpan period)
        method Update (line 174) | public bool Update(DateTime time, decimal value)

FILE: Algorithm.CSharp/Alphas/RebalancingLeveragedETFAlpha.cs
  class RebalancingLeveragedETFAlpha (line 37) | public class RebalancingLeveragedETFAlpha : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 41) | public override void Initialize()
  class RebalancingLeveragedETFAlphaModel (line 131) | class RebalancingLeveragedETFAlphaModel : AlphaModel
    method RebalancingLeveragedETFAlphaModel (line 139) | public RebalancingLeveragedETFAlphaModel(List<ETFGroup> etfGroups)
    method Update (line 149) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, Sli...
  class ETFGroup (line 193) | class ETFGroup
    method ETFGroup (line 206) | public ETFGroup(Symbol underlying, Symbol ultraLong, Symbol ultraShort)

FILE: Algorithm.CSharp/Alphas/ShareClassMeanReversionAlpha.cs
  class ShareClassMeanReversionAlpha (line 43) | public class ShareClassMeanReversionAlpha : QCAlgorithm
    method Initialize (line 45) | public override void Initialize()
    class ShareClassMeanReversionAlphaModel (line 76) | private class ShareClassMeanReversionAlphaModel : AlphaModel
      method ShareClassMeanReversionAlphaModel (line 88) | public ShareClassMeanReversionAlphaModel(
      method Update (line 103) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...
      method CalculateAlphaBeta (line 159) | private void CalculateAlphaBeta(QCAlgorithm algorithm)
      method UpdateIndicators (line 169) | private bool UpdateIndicators(Slice data)
      method CrossedMean (line 181) | private bool CrossedMean()

FILE: Algorithm.CSharp/Alphas/SykesShortMicroCapAlpha.cs
  class SykesShortMicroCapAlpha (line 35) | public class SykesShortMicroCapAlpha : QCAlgorithm
    method Initialize (line 37) | public override void Initialize()
    class PennyStockUniverseSelectionModel (line 69) | private class PennyStockUniverseSelectionModel : FundamentalUniverseSe...
      method PennyStockUniverseSelectionModel (line 74) | public PennyStockUniverseSelectionModel() : base(false)
      method SelectCoarse (line 78) | public override IEnumerable<Symbol> SelectCoarse(QCAlgorithm algorit...
    class SykesShortMicroCapAlphaModel (line 100) | private class SykesShortMicroCapAlphaModel : AlphaModel
      method SykesShortMicroCapAlphaModel (line 105) | public SykesShortMicroCapAlphaModel(
      method Update (line 114) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...

FILE: Algorithm.CSharp/Alphas/TriangleExchangeRateArbitrageAlpha.cs
  class TriangleExchangeRateArbitrageAlpha (line 41) | public class TriangleExchangeRateArbitrageAlpha : QCAlgorithm
    method Initialize (line 43) | public override void Initialize()
    class ForexTriangleArbitrageAlphaModel (line 75) | private class ForexTriangleArbitrageAlphaModel : AlphaModel
      method ForexTriangleArbitrageAlphaModel (line 80) | public ForexTriangleArbitrageAlphaModel(
      method Update (line 88) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...

FILE: Algorithm.CSharp/Alphas/TripleLeveragedETFPairVolatilityDecayAlpha.cs
  class TripleLeveragedETFPairVolatilityDecayAlpha (line 39) | public class TripleLeveragedETFPairVolatilityDecayAlpha : QCAlgorithm
    method Initialize (line 41) | public override void Initialize()
    class RebalancingTripleLeveragedETFAlphaModel (line 74) | private class RebalancingTripleLeveragedETFAlphaModel : AlphaModel
      method RebalancingTripleLeveragedETFAlphaModel (line 81) | public RebalancingTripleLeveragedETFAlphaModel(Symbol ultraLong, Sym...
      method Update (line 92) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...

FILE: Algorithm.CSharp/Alphas/VixDualThrustAlpha.cs
  class VIXDualThrustAlpha (line 40) | class VIXDualThrustAlpha : QCAlgorithm
    method Initialize (line 49) | public override void Initialize()
  class DualThrustAlphaModel (line 86) | public class DualThrustAlphaModel : AlphaModel
    method DualThrustAlphaModel (line 104) | public DualThrustAlphaModel(
    method Update (line 133) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, Sli...
    method OnSecuritiesChanged (line 176) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi...
    class SymbolData (line 220) | private class SymbolData
      method SymbolData (line 254) | public SymbolData(int rangePeriod, TimeSpan consolidatorResolution)
      method GetConsolidator (line 283) | public TradeBarConsolidator GetConsolidator()

FILE: Algorithm.CSharp/AsynchronousUniverseRegressionAlgorithm.cs
  class AsynchronousUniverseRegressionAlgorithm (line 21) | public class AsynchronousUniverseRegressionAlgorithm : FundamentalRegres...
    method Initialize (line 26) | public override void Initialize()

FILE: Algorithm.CSharp/AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
  class AutoRegressiveIntegratedMovingAverageRegressionAlgorithm (line 29) | public class AutoRegressiveIntegratedMovingAverageRegressionAlgorithm : ...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 46) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
  class AutomaticIndicatorWarmupDataTypeRegressionAlgorithm (line 30) | public class AutomaticIndicatorWarmupDataTypeRegressionAlgorithm : QCAlg...
    method Initialize (line 33) | public override void Initialize()
    method AssertIndicatorState (line 102) | private void AssertIndicatorState(IIndicator indicator, bool isReady)
    method OnData (line 114) | public override void OnData(Slice slice)
    class CustomIndicator (line 122) | private class CustomIndicator : IndicatorBase<QuoteBar>, IIndicatorWar...
      method CustomIndicator (line 127) | public CustomIndicator() : base("Pepe")
      method ComputeNextValue (line 129) | protected override decimal ComputeNextValue(QuoteBar input)

FILE: Algorithm.CSharp/AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
  class AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm (line 26) | public class AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegr...
    method Initialize (line 28) | public override void Initialize()

FILE: Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs
  class AutomaticIndicatorWarmupRegressionAlgorithm (line 29) | public class AutomaticIndicatorWarmupRegressionAlgorithm : QCAlgorithm, ...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 66) | public override void OnData(Slice slice)
    class CustomIndicator (line 81) | private class CustomIndicator : SimpleMovingAverage
      method CustomIndicator (line 84) | public CustomIndicator(int period) : base(period)
      method ComputeNextValue (line 87) | protected override decimal ComputeNextValue(IReadOnlyWindow<Indicato...

FILE: Algorithm.CSharp/AutomaticSeedBaseRegressionAlgorithm.cs
  class AutomaticSeedBaseRegressionAlgorithm (line 29) | public abstract class AutomaticSeedBaseRegressionAlgorithm : QCAlgorithm...
    method OnSecuritiesChanged (line 35) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/AuxiliaryDataHandlersRegressionAlgorithm.cs
  class AuxiliaryDataHandlersRegressionAlgorithm (line 26) | public class AuxiliaryDataHandlersRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 36) | public override void Initialize()
    method OnDelistings (line 53) | public override void OnDelistings(Delistings delistings)
    method OnSymbolChangedEvents (line 62) | public override void OnSymbolChangedEvents(SymbolChangedEvents symbols...
    method OnSplits (line 71) | public override void OnSplits(Splits splits)
    method OnDividends (line 80) | public override void OnDividends(Dividends dividends)
    method OnEndOfAlgorithm (line 89) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BacktestingAsynchronousOrdersRegressionAlgorithm.cs
  class BacktestingAsynchronousOrdersRegressionAlgorithm (line 26) | public class BacktestingAsynchronousOrdersRegressionAlgorithm : QCAlgori...
    method Initialize (line 30) | public override void Initialize()
    method OnData (line 39) | public override void OnData(Slice slice)
    method AssertMarketOrderStatus (line 58) | private static void AssertMarketOrderStatus(OrderTicket ticket)
    method AssertLimitOrderStatus (line 77) | private static void AssertLimitOrderStatus(OrderTicket ticket)

FILE: Algorithm.CSharp/BacktestingBrokerageRegressionAlgorithm.cs
  class BacktestingBrokerageRegressionAlgorithm (line 39) | class BacktestingBrokerageRegressionAlgorithm : QCAlgorithm, IRegression...
    method Initialize (line 54) | public override void Initialize()
    method OnData (line 77) | public override void OnData(Slice data)
    method OnOrderEvent (line 118) | public override void OnOrderEvent(OrderEvent orderEvent)
    method VerifyMarketOrder (line 143) | public void VerifyMarketOrder(Order order, OrderEvent orderEvent)
    method VerifyOptionExercise (line 180) | public void VerifyOptionExercise(Order order, OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 197) | public override void OnEndOfAlgorithm()
    class PartialMarketFillModel (line 232) | private class PartialMarketFillModel : ImmediateFillModel
      method PartialMarketFillModel (line 238) | public PartialMarketFillModel(int numberOfFills = 1)
      method MarketFill (line 249) | public override OrderEvent MarketFill(Security asset, MarketOrder or...

FILE: Algorithm.CSharp/BaseFrameworkRegressionAlgorithm.cs
  class BaseFrameworkRegressionAlgorithm (line 31) | public abstract class BaseFrameworkRegressionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 33) | public override void Initialize()
    method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BasicPythonIntegrationTemplateAlgorithm.cs
  class BasicPythonIntegrationTemplateAlgorithm (line 21) | public class BasicPythonIntegrationTemplateAlgorithm : QCAlgorithm
    method Initialize (line 26) | public override void Initialize()
    method ComputeSin (line 41) | private decimal ComputeSin(decimal value)
    method OnData (line 52) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs
  class BasicSetAccountCurrencyAlgorithm (line 26) | public class BasicSetAccountCurrencyAlgorithm : QCAlgorithm, IRegression...
    method Initialize (line 33) | public override void Initialize()
    method SetAccountCurrency (line 42) | public virtual void SetAccountCurrency()
    method OnData (line 53) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicSetAccountCurrencyWithAmountAlgorithm.cs
  class BasicSetAccountCurrencyWithAmountAlgorithm (line 24) | public class BasicSetAccountCurrencyWithAmountAlgorithm : BasicSetAccoun...
    method SetAccountCurrency (line 26) | public override void SetAccountCurrency()

FILE: Algorithm.CSharp/BasicTemplateAlgorithm.cs
  class BasicTemplateAlgorithm (line 29) | public class BasicTemplateAlgorithm : QCAlgorithm, IRegressionAlgorithmD...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs
  class BasicTemplateAxosAlgorithm (line 29) | public class BasicTemplateAxosAlgorithm : QCAlgorithm, IRegressionAlgori...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicTemplateCfdAlgorithm.cs
  class BasicTemplateCfdAlgorithm (line 28) | public class BasicTemplateCfdAlgorithm : QCAlgorithm
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 54) | public override void OnData(Slice slice)
    method OnOrderEvent (line 67) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs
  class BasicTemplateContinuousFutureAlgorithm (line 32) | public class BasicTemplateContinuousFutureAlgorithm : QCAlgorithm, IRegr...
    method Initialize (line 42) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)
    method OnOrderEvent (line 97) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnSecuritiesChanged (line 102) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
  class BasicTemplateContinuousFutureWithExtendedMarketAlgorithm (line 33) | public class BasicTemplateContinuousFutureWithExtendedMarketAlgorithm : ...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 63) | public override void OnData(Slice slice)
    method OnOrderEvent (line 103) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnSecuritiesChanged (line 108) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs
  class BasicTemplateCryptoAlgorithm (line 33) | public class BasicTemplateCryptoAlgorithm : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 83) | public override void OnData(Slice slice)
    method OnOrderEvent (line 176) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 181) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BasicTemplateCryptoFrameworkAlgorithm.cs
  class BasicTemplateFrameworkCryptoAlgorithm (line 32) | public class BasicTemplateFrameworkCryptoAlgorithm : QCAlgorithm
    method Initialize (line 37) | public override void Initialize()
    method OnOrderEvent (line 59) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateCryptoFutureAlgorithm.cs
  class BasicTemplateCryptoFutureAlgorithm (line 32) | public class BasicTemplateCryptoFutureAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 82) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 202) | public override void OnEndOfAlgorithm()
    method OnOrderEvent (line 215) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateCryptoFutureHourlyAlgorithm.cs
  class BasicTemplateCryptoFutureHourlyAlgorithm (line 32) | public class BasicTemplateCryptoFutureHourlyAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 42) | public override void Initialize()
    method OnData (line 77) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 172) | public override void OnEndOfAlgorithm()
    method OnOrderEvent (line 180) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs
  class BasicTemplateDailyAlgorithm (line 27) | public class BasicTemplateDailyAlgorithm : QCAlgorithm, IRegressionAlgor...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicTemplateEurexFuturesAlgorithm.cs
  class BasicTemplateEurexFuturesAlgorithm (line 34) | public class BasicTemplateEurexFuturesAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 66) | public override void OnData(Slice slice)
    method OnOrderEvent (line 114) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnSecuritiesChanged (line 150) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 161) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BasicTemplateFillForwardAlgorithm.cs
  class BasicTemplateFillForwardAlgorithm (line 26) | public class BasicTemplateFillForwardAlgorithm : QCAlgorithm
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 46) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicTemplateForexAlgorithm.cs
  class BasicTemplateForexAlgorithm (line 29) | public class BasicTemplateForexAlgorithm : QCAlgorithm
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 62) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs
  class BasicTemplateFrameworkAlgorithm (line 34) | public class BasicTemplateFrameworkAlgorithm : QCAlgorithm, IRegressionA...
    method Initialize (line 39) | public override void Initialize()
    method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateFutureOptionAlgorithm.cs
  class BasicTemplateFutureOptionAlgorithm (line 30) | public class BasicTemplateFutureOptionAlgorithm : QCAlgorithm
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 60) | public override void OnData(Slice slice)
    method OnOrderEvent (line 90) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs
  class BasicTemplateFutureRolloverAlgorithm (line 29) | public class BasicTemplateFutureRolloverAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 66) | public override void OnData(Slice slice)
    class SymbolData (line 97) | public class SymbolData
      method SymbolData (line 116) | public SymbolData(QCAlgorithm algorithm, Future future)
      method Update (line 128) | public void Update(Slice slice)
      method Reset (line 152) | private void Reset()
      method Dispose (line 161) | public void Dispose()

FILE: Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs
  class BasicTemplateFuturesAlgorithm (line 36) | public class BasicTemplateFuturesAlgorithm : QCAlgorithm, IRegressionAlg...
    method Initialize (line 49) | public override void Initialize()
    method OnData (line 75) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 111) | public override void OnEndOfAlgorithm()
    method OnSecuritiesChanged (line 126) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/BasicTemplateFuturesConsolidationAlgorithm.cs
  class BasicTemplateFuturesConsolidationAlgorithm (line 33) | public class BasicTemplateFuturesConsolidationAlgorithm : QCAlgorithm
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 54) | public override void OnData(Slice slice)
    method OnDataConsolidated (line 74) | public void OnDataConsolidated(object sender, QuoteBar quoteBar)

FILE: Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs
  class BasicTemplateFuturesDailyAlgorithm (line 34) | public class BasicTemplateFuturesDailyAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 50) | public override void Initialize()
    method OnData (line 70) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 107) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs
  class BasicTemplateFuturesFrameworkAlgorithm (line 32) | public class BasicTemplateFuturesFrameworkAlgorithm : QCAlgorithm, IRegr...
    method Initialize (line 36) | public override void Initialize()
    method SelectFutureChainSymbols (line 54) | private static IEnumerable<Symbol> SelectFutureChainSymbols(DateTime u...
    class FrontMonthFutureUniverseSelectionModel (line 72) | class FrontMonthFutureUniverseSelectionModel : FutureUniverseSelection...
      method FrontMonthFutureUniverseSelectionModel (line 74) | public FrontMonthFutureUniverseSelectionModel(Func<DateTime, IEnumer...
      method Filter (line 82) | protected override FutureFilterUniverse Filter(FutureFilterUniverse ...
    class ConstantFutureContractAlphaModel (line 93) | class ConstantFutureContractAlphaModel : ConstantAlphaModel
      method ConstantFutureContractAlphaModel (line 95) | public ConstantFutureContractAlphaModel(InsightType type, InsightDir...
      method ShouldEmitInsight (line 100) | protected override bool ShouldEmitInsight(DateTime utcTime, Symbol s...
    class SingleSharePortfolioConstructionModel (line 115) | class SingleSharePortfolioConstructionModel : PortfolioConstructionModel
      method CreateTargets (line 117) | public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgori...

FILE: Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
  class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm (line 32) | public class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm : ...

FILE: Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs
  class BasicTemplateFuturesHistoryAlgorithm (line 37) | public class BasicTemplateFuturesHistoryAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 50) | public override void Initialize()
    method MakeHistoryCall (line 67) | private void MakeHistoryCall()
    method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm()
    method OnData (line 89) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 107) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnOrderEvent (line 125) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
  class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm (line 37) | public class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm...

FILE: Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs
  class BasicTemplateFuturesHourlyAlgorithm (line 27) | public class BasicTemplateFuturesHourlyAlgorithm : BasicTemplateFuturesD...

FILE: Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
  class BasicTemplateFuturesWithExtendedMarketAlgorithm (line 36) | public class BasicTemplateFuturesWithExtendedMarketAlgorithm : QCAlgorit...
    method Initialize (line 49) | public override void Initialize()
    method OnData (line 75) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 111) | public override void OnEndOfAlgorithm()
    method OnSecuritiesChanged (line 126) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
  class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm (line 27) | public class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm : Basi...

FILE: Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
  class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm (line 32) | public class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm : Bas...

FILE: Algorithm.CSharp/BasicTemplateHourlyAlgorithm.cs
  class BasicTemplateHourlyAlgorithm (line 29) | public class BasicTemplateHourlyAlgorithm : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs
  class BasicTemplateIndexAlgorithm (line 31) | public class BasicTemplateIndexAlgorithm : QCAlgorithm, IRegressionAlgor...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 73) | public override void OnData(Slice slice)
    method AssertIndicators (line 100) | protected void AssertIndicators()
    method OnEndOfAlgorithm (line 108) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BasicTemplateIndexDailyAlgorithm.cs
  class BasicTemplateIndexDailyAlgorithm (line 28) | public class BasicTemplateIndexDailyAlgorithm : BasicTemplateIndexAlgorithm
    method OnData (line 40) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 59) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BasicTemplateIndexHourlyAlgorithm.cs
  class BasicTemplateIndexHourlyAlgorithm (line 8) | public class BasicTemplateIndexHourlyAlgorithm : BasicTemplateIndexDaily...

FILE: Algorithm.CSharp/BasicTemplateIndexOptionsAlgorithm.cs
  class BasicTemplateIndexOptionsAlgorithm (line 27) | public class BasicTemplateIndexOptionsAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 59) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 102) | public override void OnEndOfAlgorithm()
    method InvertOption (line 115) | public Symbol InvertOption(Symbol symbol)
    method AssertIndicators (line 130) | protected void AssertIndicators()

FILE: Algorithm.CSharp/BasicTemplateIndexOptionsDailyAlgorithm.cs
  class BasicTemplateIndexOptionsDailyAlgorithm (line 26) | public class BasicTemplateIndexOptionsDailyAlgorithm : BasicTemplateInde...
    method OnData (line 34) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicTemplateIndexOptionsHourlyAlgorithm.cs
  class BasicTemplateIndexOptionsHourlyAlgorithm (line 24) | public class BasicTemplateIndexOptionsHourlyAlgorithm : BasicTemplateInd...

FILE: Algorithm.CSharp/BasicTemplateIndiaAlgorithm.cs
  class BasicTemplateIndiaAlgorithm (line 30) | public class BasicTemplateIndiaAlgorithm : QCAlgorithm, IRegressionAlgor...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 59) | public override void OnData(Slice slice)
    method OnOrderEvent (line 67) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateIndiaIndexAlgorithm.cs
  class BasicTemplateIndiaIndexAlgorithm (line 32) | public class BasicTemplateIndiaIndexAlgorithm : QCAlgorithm, IRegression...
    method Initialize (line 42) | public override void Initialize()
    method OnData (line 65) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 91) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BasicTemplateIntrinioEconomicData.cs
  class BasicTemplateIntrinioEconomicData (line 32) | public class BasicTemplateIntrinioEconomicData : QCAlgorithm
    method Initialize (line 52) | public override void Initialize()
    method OnData (line 84) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/BasicTemplateLibrary.cs
  class BasicTemplateLibrary (line 25) | public class BasicTemplateLibrary
    method Add (line 36) | public int Add(int a, int b)
    method Subtract (line 41) | public int Subtract(int a, int b)

FILE: Algorithm.CSharp/BasicTemplateMultiAssetAlgorithm.cs
  class BasicTemplateMultiAssetAlgorithm (line 36) | public class BasicTemplateMultiAssetAlgorithm : QCAlgorithm
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 86) | public override void OnData(Slice slice)
    method OnOrderEvent (line 217) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateOptionEquityStrategyAlgorithm.cs
  class BasicTemplateOptionEquityStrategyAlgorithm (line 33) | public class BasicTemplateOptionEquityStrategyAlgorithm : QCAlgorithm, I...
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method OnOrderEvent (line 87) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs
  class BasicTemplateOptionStrategyAlgorithm (line 37) | public class BasicTemplateOptionStrategyAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 64) | public override void OnData(Slice slice)
    method OnOrderEvent (line 98) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateOptionTradesAlgorithm.cs
  class BasicTemplateOptionTradesAlgorithm (line 30) | public class BasicTemplateOptionTradesAlgorithm : QCAlgorithm
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 57) | public override void OnData(Slice slice)
    method OnOrderEvent (line 92) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs
  class BasicTemplateOptionsAlgorithm (line 35) | public class BasicTemplateOptionsAlgorithm : QCAlgorithm, IRegressionAlg...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 64) | public override void OnData(Slice slice)
    method OnOrderEvent (line 93) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateOptionsConsolidationAlgorithm.cs
  class BasicTemplateOptionsConsolidationAlgorithm (line 30) | public class BasicTemplateOptionsConsolidationAlgorithm: QCAlgorithm, IR...
    method Initialize (line 34) | public override void Initialize()
    method OnQuoteBarConsolidated (line 44) | public void OnQuoteBarConsolidated(object sender, QuoteBar quoteBar)
    method OnTradeBarConsolidated (line 50) | public void OnTradeBarConsolidated(object sender, TradeBar tradeBar)
    method OnSecuritiesChanged (line 56) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/BasicTemplateOptionsDailyAlgorithm.cs
  class BasicTemplateOptionsDailyAlgorithm (line 35) | public class BasicTemplateOptionsDailyAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)
    method OnOrderEvent (line 86) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 103) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BasicTemplateOptionsFilterUniverseAlgorithm.cs
  class BasicTemplateOptionsFilterUniverseAlgorithm (line 35) | public class BasicTemplateOptionsFilterUniverseAlgorithm : QCAlgorithm, ...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)
    method OnOrderEvent (line 84) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs
  class BasicTemplateOptionsFrameworkAlgorithm (line 32) | public class BasicTemplateOptionsFrameworkAlgorithm : QCAlgorithm, IRegr...
    method Initialize (line 34) | public override void Initialize()
    method SelectOptionChainSymbols (line 51) | private static IEnumerable<Symbol> SelectOptionChainSymbols(DateTime u...
    class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel (line 69) | class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel ...
      method EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel (line 71) | public EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionMod...
      method Filter (line 79) | protected override OptionFilterUniverse Filter(OptionFilterUniverse ...
    class ConstantOptionContractAlphaModel (line 96) | class ConstantOptionContractAlphaModel : ConstantAlphaModel
      method ConstantOptionContractAlphaModel (line 98) | public ConstantOptionContractAlphaModel(InsightType type, InsightDir...
      method ShouldEmitInsight (line 103) | protected override bool ShouldEmitInsight(DateTime utcTime, Symbol s...
    class SingleSharePortfolioConstructionModel (line 118) | class SingleSharePortfolioConstructionModel : PortfolioConstructionModel
      method CreateTargets (line 120) | public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgori...

FILE: Algorithm.CSharp/BasicTemplateOptionsHistoryAlgorithm.cs
  class BasicTemplateOptionsHistoryAlgorithm (line 32) | public class BasicTemplateOptionsHistoryAlgorithm : QCAlgorithm
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 90) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/BasicTemplateOptionsHourlyAlgorithm.cs
  class BasicTemplateOptionsHourlyAlgorithm (line 35) | public class BasicTemplateOptionsHourlyAlgorithm : QCAlgorithm, IRegress...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 65) | public override void OnData(Slice slice)
    method OnOrderEvent (line 94) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
  class BasicTemplateSPXWeeklyIndexOptionsAlgorithm (line 33) | public class BasicTemplateSPXWeeklyIndexOptionsAlgorithm : QCAlgorithm, ...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 63) | public override void OnData(Slice slice)
    method OnOrderEvent (line 88) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
  class BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm (line 34) | public class BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm : QCAlg...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 59) | public override void OnData(Slice slice)
    method OnOrderEvent (line 90) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs
  class BasicTemplateTradableIndexAlgorithm (line 31) | public class BasicTemplateTradableIndexAlgorithm : BasicTemplateIndexAlg...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 53) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/Benchmarks/BasicTemplateBenchmark.cs
  class BasicTemplateBenchmark (line 26) | public class BasicTemplateBenchmark : QCAlgorithm
    method Initialize (line 28) | public override void Initialize()
    method OnData (line 36) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/Benchmarks/CoarseFineUniverseSelectionBenchmark.cs
  class CoarseFineUniverseSelectionBenchmark (line 26) | public class CoarseFineUniverseSelectionBenchmark : QCAlgorithm
    method Initialize (line 33) | public override void Initialize()
    method CoarseSelectionFunction (line 45) | public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseF...
    method FineSelectionFunction (line 60) | public IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFunda...
    method OnData (line 73) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 97) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/Benchmarks/EmptyEquityAndOptions400Benchmark.cs
  class EmptyEquityAndOptions400Benchmark (line 24) | public class EmptyEquityAndOptions400Benchmark : QCAlgorithm
    method Initialize (line 26) | public override void Initialize()
    method OnData (line 78) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/Benchmarks/EmptyMinute400EquityBenchmark.cs
  class EmptyMinute400EquityBenchmark (line 29) | public class EmptyMinute400EquityBenchmark : QCAlgorithm
    method Initialize (line 31) | public override void Initialize()
    method OnData (line 41) | public override void OnData(Slice slice)
  class Symbols (line 46) | public static class Symbols
    class Equity (line 48) | public static class Equity

FILE: Algorithm.CSharp/Benchmarks/EmptySPXOptionChainBenchmark.cs
  class EmptySPXOptionChainBenchmark (line 22) | public class EmptySPXOptionChainBenchmark : QCAlgorithm
    method Initialize (line 24) | public override void Initialize()

FILE: Algorithm.CSharp/Benchmarks/EmptySingleSecuritySecondEquityBenchmark.cs
  class EmptySingleSecuritySecondEquityBenchmark (line 25) | public class EmptySingleSecuritySecondEquityBenchmark : QCAlgorithm
    method Initialize (line 27) | public override void Initialize()
    method OnData (line 35) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/Benchmarks/HistoryRequestBenchmark.cs
  class HistoryRequestBenchmark (line 20) | public class HistoryRequestBenchmark : QCAlgorithm
    method Initialize (line 23) | public override void Initialize()
    method OnEndOfDay (line 31) | public override void OnEndOfDay(Symbol symbol)

FILE: Algorithm.CSharp/Benchmarks/IndicatorRibbonBenchmark.cs
  class IndicatorRibbonBenchmark (line 28) | public class IndicatorRibbonBenchmark : QCAlgorithm
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 62) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/Benchmarks/ScheduledEventsBenchmark.cs
  class ScheduledEventsBenchmark (line 22) | public class ScheduledEventsBenchmark : QCAlgorithm
    method Initialize (line 24) | public override void Initialize()
    method OnData (line 37) | public override void OnData(Slice slice) { }
    method Rebalance (line 38) | private void Rebalance() { }

FILE: Algorithm.CSharp/Benchmarks/StatefulCoarseUniverseSelectionBenchmark.cs
  class StatefulCoarseUniverseSelectionBenchmark (line 23) | public class StatefulCoarseUniverseSelectionBenchmark : QCAlgorithm
    method Initialize (line 28) | public override void Initialize()
    method CoarseSelectionFunction (line 39) | public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseF...
    method OnData (line 54) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 70) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/Benchmarks/StatelessCoarseUniverseSelectionBenchmark.cs
  class StatelessCoarseUniverseSelectionBenchmark (line 22) | public class StatelessCoarseUniverseSelectionBenchmark : QCAlgorithm
    method Initialize (line 26) | public override void Initialize()
    method CoarseSelectionFunction (line 38) | public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseF...
    method OnSecuritiesChanged (line 52) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/BinanceCashAccountFeeRegressionAlgorithm.cs
  class BinanceCashAccountFeeRegressionAlgorithm (line 24) | public class BinanceCashAccountFeeRegressionAlgorithm : CryptoBaseCurren...
    method Initialize (line 31) | public override void Initialize()

FILE: Algorithm.CSharp/BinanceMarginAccountFeeRegressionAlgorithm.cs
  class BinanceMarginAccountFeeRegressionAlgorithm (line 24) | public class BinanceMarginAccountFeeRegressionAlgorithm : CryptoBaseCurr...
    method Initialize (line 31) | public override void Initialize()

FILE: Algorithm.CSharp/BitfinexCashAccountFeeRegressionAlgorithm.cs
  class BitfinexCashAccountFeeRegressionAlgorithm (line 24) | public class BitfinexCashAccountFeeRegressionAlgorithm : CryptoBaseCurre...
    method Initialize (line 31) | public override void Initialize()

FILE: Algorithm.CSharp/BitfinexMarginAccountFeeRegressionAlgorithm.cs
  class BitfinexMarginAccountFeeRegressionAlgorithm (line 24) | public class BitfinexMarginAccountFeeRegressionAlgorithm : CryptoBaseCur...
    method Initialize (line 31) | public override void Initialize()

FILE: Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
  class BlackLittermanPortfolioOptimizationFrameworkAlgorithm (line 28) | public class BlackLittermanPortfolioOptimizationFrameworkAlgorithm : QCA...
    method Initialize (line 35) | public override void Initialize()
    method CoarseSelector (line 63) | public IEnumerable<Symbol> CoarseSelector(IEnumerable<CoarseFundamenta...

FILE: Algorithm.CSharp/BrokerageActivityEventHandlingAlgorithm.cs
  class BrokerageActivityEventHandlingAlgorithm (line 25) | public class BrokerageActivityEventHandlingAlgorithm : QCAlgorithm
    method Initialize (line 30) | public override void Initialize()
    method OnData (line 43) | public override void OnData(Slice slice)
    method OnBrokerageMessage (line 54) | public override void OnBrokerageMessage(BrokerageMessageEvent messageE...
    method OnBrokerageDisconnect (line 62) | public override void OnBrokerageDisconnect()
    method OnBrokerageReconnect (line 70) | public override void OnBrokerageReconnect()

FILE: Algorithm.CSharp/BrokerageModelAlgorithm.cs
  class BrokerageModelAlgorithm (line 31) | public class BrokerageModelAlgorithm : QCAlgorithm
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 63) | public override void OnData(Slice slice)
    class MinimumAccountBalanceBrokerageModel (line 85) | class MinimumAccountBalanceBrokerageModel : DefaultBrokerageModel
      method MinimumAccountBalanceBrokerageModel (line 90) | public MinimumAccountBalanceBrokerageModel(QCAlgorithm algorithm, de...
      method CanSubmitOrder (line 99) | public override bool CanSubmitOrder(Security security, Order order, ...

FILE: Algorithm.CSharp/BubbleAlgorithm.cs
  class BubbleAlgorithm (line 35) | public class BubbleAlgorithm : QCAlgorithm
    method Initialize (line 52) | public override void Initialize()
    method OnData (line 93) | public void OnData(CAPE data)
    method OnData (line 121) | public override void OnData(Slice slice)
    method Buy (line 187) | public void Buy(string symbol)
    method Sell (line 203) | public void Sell(string symbol)
  class CAPE (line 221) | public class CAPE : BaseData
    method CAPE (line 230) | public CAPE()
    method GetSource (line 242) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi...
    method Reader (line 258) | public override BaseData Reader(SubscriptionDataConfig config, string ...

FILE: Algorithm.CSharp/BybitCryptoFuturesRegressionAlgorithm.cs
  class BybitCryptoFuturesRegressionAlgorithm (line 33) | public class BybitCryptoFuturesRegressionAlgorithm : QCAlgorithm, IRegre...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 71) | public override void OnData(Slice slice)
    method OnOrderEvent (line 192) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 197) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BybitCryptoRegressionAlgorithm.cs
  class BybitCryptoRegressionAlgorithm (line 29) | public class BybitCryptoRegressionAlgorithm : QCAlgorithm, IRegressionAl...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 63) | public override void OnData(Slice slice)
    method OnOrderEvent (line 103) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 108) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/BybitCustomDataCryptoRegressionAlgorithm.cs
  class BybitCustomDataCryptoRegressionAlgorithm (line 30) | public class BybitCustomDataCryptoRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 55) | public override void OnData(Slice slice)
    method OnOrderEvent (line 78) | public override void OnOrderEvent(OrderEvent orderEvent)
    class CustomCryptoData (line 83) | public class CustomCryptoData : BaseData
      method GetSource (line 102) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 112) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CallbackCommandRegressionAlgorithm.cs
  class CallbackCommandRegressionAlgorithm (line 26) | public class CallbackCommandRegressionAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 31) | public override void Initialize()
    method OnCommand (line 66) | public override bool? OnCommand(dynamic data)
    class VoidCommand (line 72) | private class VoidCommand : Command
      method Run (line 78) | public override bool? Run(IAlgorithm algorithm)
    class BoolCommand (line 89) | private class BoolCommand : Command
      method Run (line 92) | public override bool? Run(IAlgorithm algorithm)
      method MyCustomMethod (line 102) | private bool? MyCustomMethod()

FILE: Algorithm.CSharp/CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
  class CanLiquidateWithOrderPropertiesRegressionAlgorithm (line 28) | public class CanLiquidateWithOrderPropertiesRegressionAlgorithm: QCAlgor...
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 41) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs
  class CancelOpenOrdersRegressionAlgorithm (line 29) | public class CancelOpenOrdersRegressionAlgorithm : QCAlgorithm, IRegress...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 50) | public override void OnData(Slice slice)
    method OnOrderEvent (line 85) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 93) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CapacityTests/BeastVsPenny.cs
  class BeastVsPenny (line 24) | public class BeastVsPenny : QCAlgorithm, IRegressionAlgorithmDefinition
    method Initialize (line 28) | public override void Initialize()

FILE: Algorithm.CSharp/CapacityTests/CheeseMilkHourlyRebalance.cs
  class CheeseMilkHourlyRebalance (line 29) | public class CheeseMilkHourlyRebalance : QCAlgorithm, IRegressionAlgorit...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CapacityTests/EmaPortfolioRebalance100.cs
  class EmaPortfolioRebalance100 (line 27) | public class EmaPortfolioRebalance100 : QCAlgorithm, IRegressionAlgorith...
    method Initialize (line 31) | public override void Initialize()
    method OnData (line 142) | public override void OnData(Slice slice)
    class SymbolData (line 159) | public class SymbolData
      method SymbolData (line 166) | public SymbolData(QCAlgorithm algorithm, Symbol symbol) {

FILE: Algorithm.CSharp/CapacityTests/IntradayMinuteScalping.cs
  class IntradayMinuteScalping (line 28) | public class IntradayMinuteScalping : QCAlgorithm, IRegressionAlgorithmD...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CapacityTests/IntradayMinuteScalpingBTCETH.cs
  class IntradayMinuteScalpingBTCETH (line 31) | public class IntradayMinuteScalpingBTCETH : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 53) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CapacityTests/IntradayMinuteScalpingEURUSD.cs
  class IntradayMinuteScalpingEURUSD (line 28) | public class IntradayMinuteScalpingEURUSD : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CapacityTests/IntradayMinuteScalpingFuturesES.cs
  class IntradayMinuteScalpingFuturesES (line 34) | public class IntradayMinuteScalpingFuturesES : QCAlgorithm, IRegressionA...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 51) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CapacityTests/IntradayMinuteScalpingGBPJPY.cs
  class IntradayMinuteScalpingGBPJPY (line 29) | public class IntradayMinuteScalpingGBPJPY : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CapacityTests/IntradayMinuteScalpingTRYJPY.cs
  class IntradayMinuteScalpingTRYJPY (line 29) | public class IntradayMinuteScalpingTRYJPY : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CapacityTests/MonthlyRebalanceDaily.cs
  class MonthlyRebalanceDaily (line 25) | public class MonthlyRebalanceDaily : QCAlgorithm, IRegressionAlgorithmDe...
    method Initialize (line 27) | public override void Initialize()

FILE: Algorithm.CSharp/CapacityTests/MonthlyRebalanceHourly.cs
  class MonthlyRebalanceHourly (line 25) | public class MonthlyRebalanceHourly : QCAlgorithm, IRegressionAlgorithmD...
    method Initialize (line 27) | public override void Initialize()

FILE: Algorithm.CSharp/CapacityTests/SplitTestingStrategy.cs
  class SplitTestingStrategy (line 27) | public class SplitTestingStrategy : QCAlgorithm, IRegressionAlgorithmDef...
    method Initialize (line 31) | public override void Initialize()
    method OnData (line 42) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CapacityTests/SpyBondPortfolioRebalance.cs
  class SpyBondPortfolioRebalance (line 25) | public class SpyBondPortfolioRebalance : QCAlgorithm, IRegressionAlgorit...
    method Initialize (line 29) | public override void Initialize()

FILE: Algorithm.CSharp/CapmAlphaRankingFrameworkAlgorithm.cs
  class CapmAlphaRankingFrameworkAlgorithm (line 35) | public class CapmAlphaRankingFrameworkAlgorithm : QCAlgorithm
    method Initialize (line 40) | public override void Initialize()
    class CapmAlphaRankingUniverseSelectionModel (line 60) | private class CapmAlphaRankingUniverseSelectionModel : UniverseSelecti...
      method CreateUniverses (line 73) | public override IEnumerable<Universe> CreateUniverses(QCAlgorithm al...
      method SelectPair (line 90) | private IEnumerable<Symbol> SelectPair(QCAlgorithm algorithm, DateTi...
      method GetReturns (line 111) | private double[] GetReturns(QCAlgorithm algorithm, Symbol symbol)

FILE: Algorithm.CSharp/CfdTimeZonesRegressionAlgorithm.cs
  class CfdTimeZonesRegressionAlgorithm (line 25) | public class CfdTimeZonesRegressionAlgorithm : QCAlgorithm, IRegressionA...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 49) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/ClassicRangeConsolidatorAlgorithm.cs
  class ClassicRangeConsolidatorAlgorithm (line 25) | public class ClassicRangeConsolidatorAlgorithm : RangeConsolidatorAlgorithm
    method CreateRangeConsolidator (line 27) | protected override RangeConsolidator CreateRangeConsolidator()
    method OnDataConsolidated (line 32) | protected override void OnDataConsolidated(Object sender, RangeBar ran...

FILE: Algorithm.CSharp/ClassicRangeConsolidatorWithTickAlgorithm.cs
  class ClassicRangeConsolidatorWithTickAlgorithm (line 25) | public class ClassicRangeConsolidatorWithTickAlgorithm : RangeConsolidat...
    method CreateRangeConsolidator (line 27) | protected override RangeConsolidator CreateRangeConsolidator()
    method OnDataConsolidated (line 32) | protected override void OnDataConsolidated(Object sender, RangeBar ran...

FILE: Algorithm.CSharp/ClassicRenkoConsolidatorAlgorithm.cs
  class ClassicRenkoConsolidatorAlgorithm (line 31) | public class ClassicRenkoConsolidatorAlgorithm : QCAlgorithm, IRegressio...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 75) | public override void OnData(Slice slice)
    method HandleRenkoClose (line 83) | public void HandleRenkoClose(RenkoBar data)
    method HandleRenko7Bar (line 96) | public void HandleRenko7Bar(RenkoBar data)

FILE: Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs
  class ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm (line 28) | public class ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegres...
    method GetConsolidator (line 30) | protected override ClassicRenkoConsolidator GetConsolidator()
    method AddConsolidator (line 47) | public override void AddConsolidator(ClassicRenkoConsolidator consolid...

FILE: Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs
  class ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm (line 29) | public class ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionA...
    method GetConsolidator (line 34) | protected override ClassicRenkoConsolidator GetConsolidator()
    method AddConsolidator (line 53) | public override void AddConsolidator(ClassicRenkoConsolidator consolid...
    method OnEndOfAlgorithm (line 58) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs
  class ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm (line 31) | public class ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgor...
    method Initialize (line 39) | public override void Initialize()
    method OnConsolidated (line 49) | private void OnConsolidated(object sender, TradeBar bar)
    method OnData (line 54) | public override void OnData(Slice slice)
    method AddConsolidator (line 65) | public virtual void AddConsolidator(ClassicRenkoConsolidator consolida...
    method GetConsolidator (line 70) | protected virtual ClassicRenkoConsolidator GetConsolidator()
    method OnEndOfAlgorithm (line 87) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CoarseFineAsyncUniverseRegressionAlgorithm.cs
  class CoarseFineAsyncUniverseRegressionAlgorithm (line 29) | public class CoarseFineAsyncUniverseRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 34) | public override void Initialize()
    method CoarseSelectionFunction (line 60) | private IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<Coarse...
    method FineSelectionFunction (line 65) | private IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFund...

FILE: Algorithm.CSharp/CoarseFineFundamentalComboAlgorithm.cs
  class CoarseFineFundamentalComboAlgorithm (line 34) | public class CoarseFineFundamentalComboAlgorithm : QCAlgorithm
    method Initialize (line 42) | public override void Initialize()
    method CoarseSelectionFunction (line 57) | public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseF...
    method FineSelectionFunction (line 72) | public IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFunda...
    method OnData (line 85) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 111) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/CoarseFineFundamentalRegressionAlgorithm.cs
  class CoarseFineFundamentalRegressionAlgorithm (line 35) | public class CoarseFineFundamentalRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 42) | public override void Initialize()
    method CoarseSelectionFunction (line 57) | public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseF...
    method FineSelectionFunction (line 78) | public IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFunda...
    method OnData (line 94) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 135) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/CoarseFineOptionUniverseChainRegressionAlgorithm.cs
  class CoarseFineOptionUniverseChainRegressionAlgorithm (line 29) | public class CoarseFineOptionUniverseChainRegressionAlgorithm : QCAlgori...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 78) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 138) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 143) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
  class CoarseFundamentalImmediateSelectionRegressionAlgorithm (line 28) | public class CoarseFundamentalImmediateSelectionRegressionAlgorithm : QC...
    method Initialize (line 34) | public override void Initialize()
    method CoarseSelectionFunction (line 46) | public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseF...
    method OnData (line 67) | public void OnData(Slice data)
    method OnSecuritiesChanged (line 72) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/CoarseFundamentalTop3Algorithm.cs
  class CoarseFundamentalTop3Algorithm (line 34) | public class CoarseFundamentalTop3Algorithm : QCAlgorithm, IRegressionAl...
    method Initialize (line 41) | public override void Initialize()
    method CoarseSelectionFunction (line 55) | public static IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<...
    method OnData (line 71) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 97) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnOrderEvent (line 103) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/CoarseNoLookAheadBiasAlgorithm.cs
  class CoarseNoLookAheadBiasAlgorithm (line 26) | public class CoarseNoLookAheadBiasAlgorithm : QCAlgorithm, IRegressionAl...
    method Initialize (line 31) | public override void Initialize()
    method CoarseSelectionFunction (line 71) | private static IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable...

FILE: Algorithm.CSharp/CoarseSelectionTimeRegressionAlgorithm.cs
  class CoarseSelectionTimeRegressionAlgorithm (line 29) | public class CoarseSelectionTimeRegressionAlgorithm : QCAlgorithm, IRegr...
    method Initialize (line 37) | public override void Initialize()
    method CoarseSelectionFunction (line 48) | public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseF...
    method OnData (line 69) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CoarseSelectionsAutomaticSeedRegressionAlgorithm.cs
  class CoarseSelectionsAutomaticSeedRegressionAlgorithm (line 27) | public class CoarseSelectionsAutomaticSeedRegressionAlgorithm : Automati...
    method Initialize (line 40) | public override void Initialize()
    method OnSecuritiesChanged (line 57) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
  class CoinbaseCryptoYearMarketTradingRegressionAlgorithm (line 25) | public class CoinbaseCryptoYearMarketTradingRegressionAlgorithm : QCAlgo...
    method Initialize (line 47) | public override void Initialize()
    method OnData (line 64) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 81) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
  class Collective2PortfolioSignalExportDemonstrationAlgorithm (line 32) | public class Collective2PortfolioSignalExportDemonstrationAlgorithm : QC...
    method Initialize (line 66) | public override void Initialize()
    method OnData (line 97) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/Collective2SignalExportDemonstrationAlgorithm.cs
  class Collective2SignalExportDemonstrationAlgorithm (line 32) | public class Collective2SignalExportDemonstrationAlgorithm : QCAlgorithm...
    method Initialize (line 70) | public override void Initialize()
    method OnData (line 117) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/ComboLegLimitOrderAlgorithm.cs
  class ComboLegLimitOrderAlgorithm (line 26) | public class ComboLegLimitOrderAlgorithm : ComboOrderAlgorithm
    method PlaceComboOrder (line 32) | protected override IEnumerable<OrderTicket> PlaceComboOrder(List<Leg> ...
    method UpdateComboOrder (line 43) | protected override void UpdateComboOrder(List<OrderTicket> tickets)
    method OnEndOfAlgorithm (line 52) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ComboLegLimitOrderAsyncAlgorithm.cs
  class ComboLegLimitOrderAsyncAlgorithm (line 21) | public class ComboLegLimitOrderAsyncAlgorithm : ComboLegLimitOrderAlgorithm

FILE: Algorithm.CSharp/ComboLimitOrderAlgorithm.cs
  class ComboLimitOrderAlgorithm (line 26) | public class ComboLimitOrderAlgorithm : ComboOrderAlgorithm
    method PlaceComboOrder (line 51) | protected override IEnumerable<OrderTicket> PlaceComboOrder(List<Leg> ...
    method UpdateComboOrder (line 64) | protected override void UpdateComboOrder(List<OrderTicket> tickets)
    method OnOrderEvent (line 74) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 107) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ComboLimitOrderAsyncAlgorithm.cs
  class ComboLimitOrderAsyncAlgorithm (line 21) | public class ComboLimitOrderAsyncAlgorithm : ComboLimitOrderAlgorithm

FILE: Algorithm.CSharp/ComboMarketOrderAlgorithm.cs
  class ComboMarketOrderAlgorithm (line 25) | public class ComboMarketOrderAlgorithm : ComboOrderAlgorithm
    method PlaceComboOrder (line 27) | protected override IEnumerable<OrderTicket> PlaceComboOrder(List<Leg> ...
    method OnOrderEvent (line 33) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/ComboOrderAlgorithm.cs
  class ComboOrderAlgorithm (line 30) | public abstract class ComboOrderAlgorithm : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 51) | public override void Initialize()
    method OnData (line 65) | public override void OnData(Slice slice)
    method UpdateComboOrder (line 102) | protected virtual void UpdateComboOrder(List<OrderTicket> tickets)
    method OnOrderEvent (line 106) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 116) | public override void OnEndOfAlgorithm()
    method PlaceComboOrder (line 147) | protected abstract IEnumerable<OrderTicket> PlaceComboOrder(List<Leg> ...

FILE: Algorithm.CSharp/ComboOrderTicketDemoAlgorithm.cs
  class ComboOrderTicketDemoAlgorithm (line 30) | public class ComboOrderTicketDemoAlgorithm : QCAlgorithm, IRegressionAlg...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 54) | public override void OnData(Slice slice)
    method ComboMarketOrders (line 98) | private void ComboMarketOrders()
    method ComboLimitOrders (line 123) | private void ComboLimitOrders()
    method ComboLegLimitOrders (line 171) | private void ComboLegLimitOrders()
    method OnOrderEvent (line 236) | public override void OnOrderEvent(OrderEvent orderEvent)
    method CheckGroupOrdersForFills (line 254) | private bool CheckGroupOrdersForFills(List<OrderTicket> combo1, List<O...
    method OnEndOfAlgorithm (line 281) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ComboOrdersFillModelAlgorithm.cs
  class ComboOrdersFillModelAlgorithm (line 30) | public class ComboOrdersFillModelAlgorithm : QCAlgorithm, IRegressionAlg...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 49) | public override void OnData(Slice slice)
    method OnOrderEvent (line 62) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm()
  class CustomPartialFillModel (line 170) | public class CustomPartialFillModel : FillModel
    method CustomPartialFillModel (line 174) | public CustomPartialFillModel()
    method FillOrdersPartially (line 179) | private List<OrderEvent> FillOrdersPartially(FillModelParameters param...
    method ComboMarketFill (line 220) | public override List<OrderEvent> ComboMarketFill(Order order, FillMode...
    method ComboLimitFill (line 227) | public override List<OrderEvent> ComboLimitFill(Order order, FillModel...
    method ComboLegLimitFill (line 234) | public override List<OrderEvent> ComboLegLimitFill(Order order, FillMo...

FILE: Algorithm.CSharp/CompleteOrderTagUpdateAlgorithm.cs
  class CompleteOrderTagUpdateAlgorithm (line 29) | public class CompleteOrderTagUpdateAlgorithm : QCAlgorithm, IRegressionA...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 50) | public override void OnData(Slice slice)
    method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 103) | public override void OnEndOfAlgorithm()
    method AssertOrderTagUpdate (line 116) | private void AssertOrderTagUpdate(OrderTicket ticket, string expectedT...
    method UpdateOrderTag (line 135) | private static void UpdateOrderTag(OrderTicket ticket, string tag, str...

FILE: Algorithm.CSharp/CompositeAlphaModelFrameworkAlgorithm.cs
  class CompositeAlphaModelFrameworkAlgorithm (line 29) | public class CompositeAlphaModelFrameworkAlgorithm : QCAlgorithm, IRegre...
    method Initialize (line 31) | public override void Initialize()

FILE: Algorithm.CSharp/CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs
  class CompositeIndicatorWorksAsExpectedRegressionAlgorithm (line 28) | public class CompositeIndicatorWorksAsExpectedRegressionAlgorithm : QCAl...
    method Initialize (line 34) | public override void Initialize()
    method Composer (line 49) | private IndicatorResult Composer(IndicatorBase l, IndicatorBase r)
    method OnData (line 54) | public override void OnData(Slice data)
    method OnEndOfAlgorithm (line 64) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs
  class CompositeRiskManagementModelFrameworkAlgorithm (line 29) | public class CompositeRiskManagementModelFrameworkAlgorithm : QCAlgorith...
    method Initialize (line 31) | public override void Initialize()

FILE: Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs
  class ConfidenceWeightedFrameworkAlgorithm (line 30) | public class ConfidenceWeightedFrameworkAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 35) | public override void Initialize()
    method OnEndOfAlgorithm (line 55) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConsolidateDifferentTickTypesRegressionAlgorithm.cs
  class ConsolidateDifferentTickTypesRegressionAlgorithm (line 25) | public class ConsolidateDifferentTickTypesRegressionAlgorithm : QCAlgori...
    method Initialize (line 35) | public override void Initialize()
    method OnTradeTickMaxCount (line 53) | public void OnTradeTickMaxCount(TradeBar tradeBar)
    method OnQuoteTickMaxCount (line 57) | public void OnQuoteTickMaxCount(QuoteBar quoteBar)
    method OnQuoteTick (line 68) | public void OnQuoteTick(Tick tick)
    method OnTradeTick (line 77) | public void OnTradeTick(Tick tick)
    method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs
  class ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm (line 29) | public class ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm : QCAlg...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 62) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 99) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs
  class ConsolidateRegressionAlgorithm (line 32) | public class ConsolidateRegressionAlgorithm : QCAlgorithm, IRegressionAl...
    method Initialize (line 44) | public override void Initialize()
    method UpdateBar (line 112) | private void UpdateBar(BaseData tradeBar, int position)
    method UpdateTradeBar (line 122) | private void UpdateTradeBar(TradeBar tradeBar, int position)
    method UpdateQuoteBar (line 128) | private void UpdateQuoteBar(QuoteBar quoteBar, int position)
    method OnEndOfAlgorithm (line 135) | public override void OnEndOfAlgorithm()
    method OnData (line 171) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/ConsolidateScanRegressionAlgorithm.cs
  class ConsolidateScanRegressionAlgorithm (line 26) | public class ConsolidateScanRegressionAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 35) | public override void Initialize()
    method OnEndOfAlgorithm (line 93) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConsolidateWithSizeAttributeRegressionAlgorithm.cs
  class ConsolidateWithSizeAttributeRegressionAlgorithm (line 32) | public class ConsolidateWithSizeAttributeRegressionAlgorithm : QCAlgorit...
    method Initialize (line 41) | public override void Initialize()
    method UpdateWithBaseData (line 76) | private void UpdateWithBaseData(BaseData baseData, int position)
    method UpdateWithTradeBar (line 84) | private void UpdateWithTradeBar(TradeBar tradeBar, int position)
    method UpdateWithQuoteBar (line 92) | private void UpdateWithQuoteBar(QuoteBar quoteBar, int position)
    method UpdateWithRenkoBar (line 100) | private void UpdateWithRenkoBar(RenkoBar renkoBar, int position)
    method UpdateWithVolumeRenkoBar (line 108) | private void UpdateWithVolumeRenkoBar(VolumeRenkoBar volumeRenkoBar, i...
    method UpdateWithRangeBar (line 116) | private void UpdateWithRangeBar(RangeBar rangeBar, int position)
    method OnEndOfAlgorithm (line 121) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
  class ConsolidatorAnIdentityIndicatorRegressionAlgorithm (line 29) | public class ConsolidatorAnIdentityIndicatorRegressionAlgorithm : QCAlgo...
    method Initialize (line 44) | public override void Initialize()
    method _identity_Updated (line 64) | private void _identity_Updated(object sender, IndicatorDataPoint updated)
    method Min_Updated (line 73) | private void Min_Updated(object sender, IndicatorDataPoint updated)
    method OnEndOfAlgorithm (line 82) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegressionAlgorithm.cs
  class ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegressionAlgorithm (line 27) | public class ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegression...
    method Initialize (line 32) | public override void Initialize()
    method OnConsolidated (line 42) | public void OnConsolidated(TradeBar bar)

FILE: Algorithm.CSharp/ConsolidatorStartTimeRegressionAlgorithm.cs
  class ConsolidatorStartTimeRegressionAlgorithm (line 28) | public class ConsolidatorStartTimeRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 43) | public override void Initialize()
    method BarHandler (line 56) | private void BarHandler(object _, TradeBar bar)
    method OnEndOfAlgorithm (line 75) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConstituentsQC500GeneratorAlgorithm.cs
  class ConstituentsQC500GeneratorAlgorithm (line 27) | public class ConstituentsQC500GeneratorAlgorithm : QCAlgorithm
    method Initialize (line 29) | public override void Initialize()

FILE: Algorithm.CSharp/ConstituentsUniverseDataGeneratorAlgorithm.cs
  class ConstituentsUniverseDataGeneratorAlgorithm (line 38) | public class ConstituentsUniverseDataGeneratorAlgorithm : QCAlgorithm
    method Initialize (line 54) | public override void Initialize()
    method SaveConstituentsUniverseDataToDisk (line 101) | private void SaveConstituentsUniverseDataToDisk()
    method OnSecuritiesChanged (line 138) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
  class ConstituentsUniverseImmediateSelectionRegressionAlgorithm (line 27) | public class ConstituentsUniverseImmediateSelectionRegressionAlgorithm :...
    method Initialize (line 37) | public override void Initialize()
    method OnSecuritiesChanged (line 55) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 82) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConstituentsUniverseRegressionAlgorithm.cs
  class ConstituentsUniverseRegressionAlgorithm (line 27) | public class ConstituentsUniverseRegressionAlgorithm : QCAlgorithm, IReg...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 59) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 118) | public override void OnEndOfAlgorithm()
    method OnSecuritiesChanged (line 127) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs
  class ContinuousBackMonthRawFutureRegressionAlgorithm (line 31) | public class ContinuousBackMonthRawFutureRegressionAlgorithm : QCAlgorit...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method OnOrderEvent (line 112) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 120) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs
  class ContinuousFutureBackMonthRegressionAlgorithm (line 31) | public class ContinuousFutureBackMonthRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 70) | public override void OnData(Slice slice)
    method OnOrderEvent (line 128) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 136) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ContinuousFutureHistoryRegressionAlgorithm.cs
  class ContinuousFutureHistoryRegressionAlgorithm (line 30) | public class ContinuousFutureHistoryRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 55) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm()
    method OnSecuritiesChanged (line 100) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
  class ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm (line 23) | public class ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm : ...
    method Initialize (line 25) | public override void Initialize()

FILE: Algorithm.CSharp/ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
  class ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm (line 32) | public class ContinuousFutureImmediateUniverseSelectionRegressionAlgorit...
    method Initialize (line 46) | public override void Initialize()
    method OnData (line 97) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 116) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 156) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
  class ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm (line 29) | public class ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm : QC...
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 52) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
  class ContinuousFutureModelsConsistencyRegressionAlgorithm (line 26) | public class ContinuousFutureModelsConsistencyRegressionAlgorithm : Opti...
    method InitializeAlgorithm (line 28) | protected override Security InitializeAlgorithm()

FILE: Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
  class ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm (line 34) | public class ContinuousFutureOpenPositionsLiquidationOnDelistingRegressi...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 110) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnOrderEvent (line 134) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 139) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs
  class ContinuousFutureRegressionAlgorithm (line 31) | public class ContinuousFutureRegressionAlgorithm : QCAlgorithm, IRegress...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 57) | public override void OnData(Slice slice)
    method OnOrderEvent (line 125) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnSecuritiesChanged (line 133) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 143) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ContinuousFutureRolloverBaseRegressionAlgorithm.cs
  class ContinuousFutureRolloverBaseRegressionAlgorithm (line 34) | public abstract class ContinuousFutureRolloverBaseRegressionAlgorithm : ...
    method Initialize (line 58) | public override void Initialize()
    method OnData (line 86) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 203) | public override void OnEndOfAlgorithm()
    method ResetMarketHoursDatabase (line 213) | private void ResetMarketHoursDatabase()

FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataReg...

FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWit...

FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRe...

FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWi...

FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegr...

FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithIntialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWith...

FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegr...

FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWith...

FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataReg...

FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWit...

FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegre...

FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithI...

FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRe...

FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWi...

FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataR...

FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataW...

FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
  class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataReg...

FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
  class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWit...

FILE: Algorithm.CSharp/ContinuousFuturesDailyRegressionAlgorithm.cs
  class ContinuousFuturesDailyRegressionAlgorithm (line 29) | public class ContinuousFuturesDailyRegressionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 55) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 91) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ConvertToFrameworkAlgorithm.cs
  class ConvertToFrameworkAlgorithm (line 36) | public class ConvertToFrameworkAlgorithm : QCAlgorithm, IRegressionAlgor...
    method Initialize (line 47) | public override void Initialize()
    method OnData (line 62) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
  class CorrectConsolidatedBarTypeForTickTypesAlgorithm (line 28) | public class CorrectConsolidatedBarTypeForTickTypesAlgorithm : QCAlgorit...
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 44) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 52) | public override void OnEndOfAlgorithm()
    method QuoteTickConsolidationHandler (line 65) | private void QuoteTickConsolidationHandler(QuoteBar consolidatedBar)
    method TradeTickConsolidationHandler (line 70) | private void TradeTickConsolidationHandler(TradeBar consolidatedBar)

FILE: Algorithm.CSharp/CorrelationTypeComparisonRegressionAlgorithm.cs
  class CorrelationTypeComparisonRegressionAlgorithm (line 26) | public class CorrelationTypeComparisonRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CoveredAndProtectiveCallStrategiesAlgorithm.cs
  class CoveredAndProtectiveCallStrategiesAlgorithm (line 31) | public class CoveredAndProtectiveCallStrategiesAlgorithm : OptionStrateg...
    method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain)
    method AssertStrategyPositionGroup (line 53) | protected override void AssertStrategyPositionGroup(IPositionGroup pos...
    method LiquidateStrategy (line 81) | protected override void LiquidateStrategy()

FILE: Algorithm.CSharp/CoveredAndProtectivePutStrategiesAlgorithm.cs
  class CoveredAndProtectivePutStrategiesAlgorithm (line 31) | public class CoveredAndProtectivePutStrategiesAlgorithm : OptionStrategy...
    method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain)
    method AssertStrategyPositionGroup (line 53) | protected override void AssertStrategyPositionGroup(IPositionGroup pos...
    method LiquidateStrategy (line 81) | protected override void LiquidateStrategy()

FILE: Algorithm.CSharp/CoveredCallComboLimitOrderAlgorithm.cs
  class CoveredCallComboLimitOrderAlgorithm (line 31) | public class CoveredCallComboLimitOrderAlgorithm : QCAlgorithm, IRegress...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 52) | public override void OnData(Slice slice)
    method OnOrderEvent (line 86) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/CryptoBaseCurrencyFeeRegressionAlgorithm.cs
  class CryptoBaseCurrencyFeeRegressionAlgorithm (line 30) | public abstract class CryptoBaseCurrencyFeeRegressionAlgorithm : QCAlgor...
    method Initialize (line 52) | public override void Initialize()
    method OnData (line 62) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
  class CryptoFutureDailyMarginInterestRegressionAlgorithm (line 23) | public class CryptoFutureDailyMarginInterestRegressionAlgorithm : Crypto...
    method Initialize (line 28) | public override void Initialize()

FILE: Algorithm.CSharp/CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
  class CryptoFutureHourlyMarginInterestRegressionAlgorithm (line 30) | public class CryptoFutureHourlyMarginInterestRegressionAlgorithm : QCAlg...
    method Initialize (line 40) | public override void Initialize()
    method Initialize (line 45) | protected virtual void Initialize(Resolution resolution)
    method OnData (line 66) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 96) | public override void OnEndOfAlgorithm()
    method OnOrderEvent (line 112) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/CryptoFutureLeverageBasedMarginRegressionAlgorithm.cs
  class CryptoFutureLeverageBasedMarginRegressionAlgorithm (line 28) | public class CryptoFutureLeverageBasedMarginRegressionAlgorithm : QCAlgo...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CustomBenchmarkAlgorithm.cs
  class CustomBenchmarkAlgorithm (line 28) | public class CustomBenchmarkAlgorithm : QCAlgorithm, IRegressionAlgorith...
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 52) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CustomBenchmarkRegressionAlgorithm.cs
  class CustomBenchmarkRegressionAlgorithm (line 27) | public class CustomBenchmarkRegressionAlgorithm : QCAlgorithm, IRegressi...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)
    class DummyCustomData (line 56) | private class DummyCustomData : BaseData
      method GetSource (line 58) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...

FILE: Algorithm.CSharp/CustomBrokerageMessageHandlerAlgorithm.cs
  class CustomBrokerageErrorHandlerAlgorithm (line 30) | public class CustomBrokerageErrorHandlerAlgorithm : QCAlgorithm
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 43) | public override void OnData(Slice slice)
  class CustomBrokerageMessageHandler (line 54) | public class CustomBrokerageMessageHandler : IBrokerageMessageHandler
    method CustomBrokerageMessageHandler (line 57) | public CustomBrokerageMessageHandler(IAlgorithm algo) { _algo = algo; }
    method HandleMessage (line 63) | public void HandleMessage(BrokerageMessageEvent message)
    method HandleOrder (line 75) | public bool HandleOrder(NewBrokerageOrderNotificationEventArgs eventArgs)

FILE: Algorithm.CSharp/CustomBrokerageModelRegressionAlgorithm.cs
  class CustomBrokerageModelRegressionAlgorithm (line 30) | public class CustomBrokerageModelRegressionAlgorithm : QCAlgorithm, IReg...
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 57) | public override void OnData(Slice slice)
    method OnOrderEvent (line 66) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 79) | public override void OnEndOfAlgorithm()
    class CustomBrokerageModel (line 94) | class CustomBrokerageModel : DefaultBrokerageModel
      method CanSubmitOrder (line 104) | public override bool CanSubmitOrder(Security security, Order order, ...
      method CanUpdateOrder (line 116) | public override bool CanUpdateOrder(Security security, Order order, ...

FILE: Algorithm.CSharp/CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
  class CustomBrokerageSideOrderHandlingRegressionAlgorithm (line 29) | public class CustomBrokerageSideOrderHandlingRegressionAlgorithm : QCAlg...
    method Initialize (line 33) | public override void Initialize()
    method OnEndOfAlgorithm (line 42) | public override void OnEndOfAlgorithm()
    class CustomBrokerageMessageHandler (line 61) | public class CustomBrokerageMessageHandler : IBrokerageMessageHandler
      method CustomBrokerageMessageHandler (line 64) | public CustomBrokerageMessageHandler(IAlgorithm algo) { _algorithm =...
      method HandleMessage (line 70) | public void HandleMessage(BrokerageMessageEvent message)
      method HandleOrder (line 80) | public bool HandleOrder(NewBrokerageOrderNotificationEventArgs event...

FILE: Algorithm.CSharp/CustomBuyingPowerModelAlgorithm.cs
  class CustomBuyingPowerModelAlgorithm (line 31) | public class CustomBuyingPowerModelAlgorithm : QCAlgorithm, IRegressionA...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 46) | public override void OnData(Slice slice)
    class CustomBuyingPowerModel (line 64) | public class CustomBuyingPowerModel : BuyingPowerModel
      method GetMaximumOrderQuantityForTargetBuyingPower (line 66) | public override GetMaximumOrderQuantityResult GetMaximumOrderQuantit...
      method HasSufficientBuyingPowerForOrder (line 74) | public override HasSufficientBuyingPowerForOrderResult HasSufficient...
      method GetMaintenanceMargin (line 85) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMa...

FILE: Algorithm.CSharp/CustomChartingAlgorithm.cs
  class CustomChartingAlgorithm (line 31) | public class CustomChartingAlgorithm : QCAlgorithm
    method Initialize (line 44) | public override void Initialize()
    method OnEndOfDay (line 94) | public override void OnEndOfDay(Symbol symbol)
    method OnData (line 106) | public void OnData(TradeBars data)

FILE: Algorithm.CSharp/CustomDataAutomaticSeedRegressionAlgorithm.cs
  class CustomDataAutomaticSeedRegressionAlgorithm (line 28) | public class CustomDataAutomaticSeedRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 30) | public override void Initialize()
    class Bitcoin (line 116) | public class Bitcoin : BaseData
      method Bitcoin (line 153) | public Bitcoin()
      method GetSource (line 167) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 192) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataBenchmarkRegressionAlgorithm.cs
  class CustomDataBenchmarkRegressionAlgorithm (line 28) | public class CustomDataBenchmarkRegressionAlgorithm : QCAlgorithm, IRegr...
    method Initialize (line 30) | public override void Initialize()
    method OnData (line 41) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 49) | public override void OnEndOfAlgorithm()
    class ExampleCustomData (line 118) | public class ExampleCustomData : BaseData
      method GetSource (line 125) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 131) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataBitcoinAlgorithm.cs
  class CustomDataBitcoinAlgorithm (line 30) | public class CustomDataBitcoinAlgorithm : QCAlgorithm
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 53) | public void OnData(Bitcoin data)
    class Bitcoin (line 73) | public class Bitcoin : BaseData
      method Bitcoin (line 109) | public Bitcoin()
      method GetSource (line 123) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 145) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataIndicatorExtensionsAlgorithm.cs
  class CustomDataIndicatorExtensionsAlgorithm (line 36) | public class CustomDataIndicatorExtensionsAlgorithm : QCAlgorithm
    method Initialize (line 47) | public override void Initialize()
    method OnData (line 67) | public void OnData(CustomData data)
  class CustomData (line 90) | public class CustomData : BaseData
    method GetSource (line 108) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi...
    method Reader (line 114) | public override BaseData Reader(SubscriptionDataConfig config, string ...

FILE: Algorithm.CSharp/CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
  class CustomDataMultiFileObjectStoreRegressionAlgorithm (line 29) | public class CustomDataMultiFileObjectStoreRegressionAlgorithm : QCAlgor...
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 71) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 103) | public override void OnEndOfAlgorithm()
    method GetCustomDataKey (line 133) | private static string GetCustomDataKey(DateTime date)
    class ExampleCustomData (line 138) | public class ExampleCustomData : BaseData
      method GetSource (line 147) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 152) | public override BaseData Reader(SubscriptionDataConfig config, strin...
      method Equals (line 169) | public bool Equals(ExampleCustomData other)

FILE: Algorithm.CSharp/CustomDataNIFTYAlgorithm.cs
  class CustomDataNiftyAlgorithm (line 31) | public class CustomDataNiftyAlgorithm : QCAlgorithm
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 64) | public override void OnData(Slice slice)
    method OnEndOfDay (line 124) | public override void OnEndOfDay(Symbol symbol)
  class Nifty (line 133) | public class Nifty : BaseData
    method Nifty (line 155) | public Nifty()
    method GetSource (line 163) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi...
    method Reader (line 172) | public override BaseData Reader(SubscriptionDataConfig config, string ...
  class DollarRupee (line 203) | public class DollarRupee : BaseData
    method DollarRupee (line 225) | public DollarRupee()
    method GetSource (line 233) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi...
    method Reader (line 242) | public override BaseData Reader(SubscriptionDataConfig config, string ...
  class CorrelationPair (line 266) | public class CorrelationPair
    method CorrelationPair (line 286) | public CorrelationPair()
    method CorrelationPair (line 292) | public CorrelationPair(DateTime date)

FILE: Algorithm.CSharp/CustomDataObjectStoreRegressionAlgorithm.cs
  class CustomDataObjectStoreRegressionAlgorithm (line 29) | public class CustomDataObjectStoreRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 39) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm()
    method SaveDataToObjectStore (line 100) | protected virtual void SaveDataToObjectStore()
    class ExampleCustomData (line 105) | public class ExampleCustomData : BaseData
      method GetSource (line 114) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 119) | public override BaseData Reader(SubscriptionDataConfig config, strin...
      method Equals (line 136) | public bool Equals(ExampleCustomData other)

FILE: Algorithm.CSharp/CustomDataPropertiesRegressionAlgorithm.cs
  class CustomDataPropertiesRegressionAlgorithm (line 33) | public class CustomDataPropertiesRegressionAlgorithm : QCAlgorithm, IReg...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 78) | public void OnData(Bitcoin data)
    method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm()
    class Bitcoin (line 162) | public class Bitcoin : BaseData
      method Bitcoin (line 199) | public Bitcoin()
      method GetSource (line 212) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 237) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataRegressionAlgorithm.cs
  class CustomDataRegressionAlgorithm (line 34) | public class CustomDataRegressionAlgorithm : QCAlgorithm, IRegressionAlg...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 62) | public void OnData(Bitcoin data)
    method OnSecuritiesChanged (line 76) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm()
    class Bitcoin (line 163) | public class Bitcoin : BaseData
      method Bitcoin (line 200) | public Bitcoin()
      method GetSource (line 214) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 239) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataSecurityCacheGetDataRegressionAlgorithm.cs
  class CustomDataSecurityCacheGetDataRegressionAlgorithm (line 30) | public class CustomDataSecurityCacheGetDataRegressionAlgorithm : QCAlgor...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 43) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CustomDataTypeHistoryAlgorithm.cs
  class CustomDataTypeHistoryAlgorithm (line 29) | public class CustomDataTypeHistoryAlgorithm : QCAlgorithm, IRegressionAl...
    method Initialize (line 33) | public override void Initialize()
    class CustomDataType (line 58) | public class CustomDataType : DynamicData
      method GetSource (line 65) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 71) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataUniverseAlgorithm.cs
  class CustomDataUniverseAlgorithm (line 33) | public class CustomDataUniverseAlgorithm : QCAlgorithm
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 65) | public override void OnSecuritiesChanged(SecurityChanges changes)
    class NyseTopGainers (line 96) | public class NyseTopGainers : BaseData
      method GetSource (line 109) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 121) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
  class CustomDataUniverseImmediateSelectionRegressionAlgorithm (line 28) | public class CustomDataUniverseImmediateSelectionRegressionAlgorithm : Q...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 49) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 63) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 88) | public override void OnEndOfAlgorithm()
    class StockDataSource (line 99) | class StockDataSource : BaseData
      method StockDataSource (line 105) | public StockDataSource()
      method GetSource (line 110) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 115) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataUniverseRegressionAlgorithm.cs
  class CustomDataUniverseRegressionAlgorithm (line 28) | public class CustomDataUniverseRegressionAlgorithm : QCAlgorithm, IRegre...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 70) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 94) | public override void OnEndOfAlgorithm()
    method OnSecuritiesChanged (line 102) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/CustomDataUniverseScheduledRegressionAlgorithm.cs
  class CustomDataUniverseScheduledRegressionAlgorithm (line 28) | public class CustomDataUniverseScheduledRegressionAlgorithm : QCAlgorith...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 71) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 93) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CustomDataUsingMapFileRegressionAlgorithm.cs
  class CustomDataUsingMapFileRegressionAlgorithm (line 35) | public class CustomDataUsingMapFileRegressionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 64) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 97) | public override void OnEndOfAlgorithm()
    class CustomDataUsingMapping (line 173) | private class CustomDataUsingMapping : TradeBar
      method RequiresMapping (line 179) | public override bool RequiresMapping()
      method GetSource (line 184) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 194) | public override BaseData Reader(SubscriptionDataConfig config, strin...
      method DefaultResolution (line 204) | public override Resolution DefaultResolution()
      method SupportedResolutions (line 214) | public override List<Resolution> SupportedResolutions()

FILE: Algorithm.CSharp/CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
  class CustomDataWorksWithDifferentExchangesRegressionAlgorithm (line 26) | public class CustomDataWorksWithDifferentExchangesRegressionAlgorithm : ...
    method Initialize (line 29) | public override void Initialize()
    method OnData (line 51) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm()
  class ExampleCustomData (line 129) | public class ExampleCustomData : BaseData
    method GetSource (line 137) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi...
    method Reader (line 143) | public override BaseData Reader(SubscriptionDataConfig config, string ...

FILE: Algorithm.CSharp/CustomDataZipFileEntryNamesRegressionAlgorithm.cs
  class CustomDataZipFileEntryNamesRegressionAlgorithm (line 26) | public class CustomDataZipFileEntryNamesRegressionAlgorithm : QCAlgorith...
    method Initialize (line 31) | public override void Initialize()
    method OnData (line 41) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 51) | public override void OnEndOfAlgorithm()
    class CustomData (line 59) | public class CustomData : BaseData
      method GetSource (line 65) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 74) | public override BaseData Reader(SubscriptionDataConfig config, strin...
      method Clone (line 84) | public override BaseData Clone()

FILE: Algorithm.CSharp/CustomDataZipFileRegressionAlgorithm.cs
  class CustomDataZipFileRegressionAlgorithm (line 27) | public class CustomDataZipFileRegressionAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 44) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 54) | public override void OnEndOfAlgorithm()
    method GetCustomDataUrl (line 62) | protected virtual string GetCustomDataUrl()
    class CustomData (line 67) | public class CustomData : BaseData
      method GetSource (line 71) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 76) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
  class CustomDataZipFileSpecificEntryRegressionAlgorithm (line 21) | public class CustomDataZipFileSpecificEntryRegressionAlgorithm: CustomDa...
    method GetCustomDataUrl (line 23) | protected override string GetCustomDataUrl()

FILE: Algorithm.CSharp/CustomDataZippedObjectStoreRegressionAlgorithm.cs
  class CustomDataZippedObjectStoreRegressionAlgorithm (line 23) | public class CustomDataZippedObjectStoreRegressionAlgorithm : CustomData...
    method SaveDataToObjectStore (line 27) | protected override void SaveDataToObjectStore()

FILE: Algorithm.CSharp/CustomFrameworkModelsAlgorithm.cs
  class CustomFrameworkModelsAlgorithm (line 32) | public class CustomFrameworkModelsAlgorithm : QCAlgorithm
    method Initialize (line 34) | public override void Initialize()
    method OnOrderEvent (line 53) | public override void OnOrderEvent(OrderEvent orderEvent)
    class CustomFundamentalUniverseSelectionModel (line 65) | public class CustomFundamentalUniverseSelectionModel : FundamentalUniv...
      method CustomFundamentalUniverseSelectionModel (line 67) | public CustomFundamentalUniverseSelectionModel()
      method SelectCoarse (line 78) | public override IEnumerable<Symbol> SelectCoarse(QCAlgorithm algorit...
      method SelectFine (line 92) | public override IEnumerable<Symbol> SelectFine(QCAlgorithm algorithm...

FILE: Algorithm.CSharp/CustomMarginInterestRateModelAlgorithm.cs
  class CustomMarginInterestRateModelAlgorithm (line 29) | public class CustomMarginInterestRateModelAlgorithm : QCAlgorithm, IRegr...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)
    method OnOrderEvent (line 55) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 63) | public override void OnEndOfAlgorithm()
    class CustomMarginInterestRateModel (line 87) | public class CustomMarginInterestRateModel : IMarginInterestRateModel
      method ApplyMarginInterestRate (line 93) | public void ApplyMarginInterestRate(MarginInterestRateParameters mar...

FILE: Algorithm.CSharp/CustomModelsAlgorithm.cs
  class CustomModelsAlgorithm (line 39) | public class CustomModelsAlgorithm : QCAlgorithm, IRegressionAlgorithmDe...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 58) | public override void OnData(Slice slice)
    class CustomFillModel (line 77) | public class CustomFillModel : ImmediateFillModel
      method CustomFillModel (line 83) | public CustomFillModel(QCAlgorithm algorithm)
      method MarketFill (line 88) | public override OrderEvent MarketFill(Security asset, MarketOrder or...
    class CustomFeeModel (line 121) | public class CustomFeeModel : FeeModel
      method CustomFeeModel (line 125) | public CustomFeeModel(QCAlgorithm algorithm)
      method GetOrderFee (line 130) | public override OrderFee GetOrderFee(OrderFeeParameters parameters)
    class CustomSlippageModel (line 142) | public class CustomSlippageModel : ISlippageModel
      method CustomSlippageModel (line 146) | public CustomSlippageModel(QCAlgorithm algorithm)
      method GetSlippageApproximation (line 151) | public decimal GetSlippageApproximation(Security asset, Order order)
    class CustomBuyingPowerModel (line 161) | public class CustomBuyingPowerModel : BuyingPowerModel
      method CustomBuyingPowerModel (line 165) | public CustomBuyingPowerModel(QCAlgorithm algorithm)
      method HasSufficientBuyingPowerForOrder (line 170) | public override HasSufficientBuyingPowerForOrderResult HasSufficient...
    class SimpleCustomFillModel (line 185) | public class SimpleCustomFillModel : FillModel
      method CreateOrderEvent (line 187) | private static OrderEvent CreateOrderEvent(Security asset, Order order)
      method SetOrderEventToFilled (line 193) | private static OrderEvent SetOrderEventToFilled(OrderEvent fill, dec...
      method GetTradeBar (line 201) | private static TradeBar GetTradeBar(Security asset, OrderDirection o...
      method MarketFill (line 211) | public override OrderEvent MarketFill(Security asset, MarketOrder or...
      method StopMarketFill (line 223) | public override OrderEvent StopMarketFill(Security asset, StopMarket...
      method LimitFill (line 243) | public override OrderEvent LimitFill(Security asset, LimitOrder order)

FILE: Algorithm.CSharp/CustomOptionAssignmentRegressionAlgorithm.cs
  class CustomOptionAssignmentRegressionAlgorithm (line 25) | public class CustomOptionAssignmentRegressionAlgorithm : OptionAssignmen...
    method Initialize (line 27) | public override void Initialize()
    class CustomOptionAssignmentModel (line 39) | private class CustomOptionAssignmentModel : DefaultOptionAssignmentModel
      method CustomOptionAssignmentModel (line 41) | public CustomOptionAssignmentModel(decimal requiredInTheMoneyPercent...
      method GetAssignment (line 44) | public override OptionAssignmentResult GetAssignment(OptionAssignmen...

FILE: Algorithm.CSharp/CustomOptionExerciseModelRegressionAlgorithm.cs
  class CustomOptionExerciseModelRegressionAlgorithm (line 28) | public class CustomOptionExerciseModelRegressionAlgorithm : OptionAssign...
    method Initialize (line 30) | public override void Initialize()
    class CustomOptionExerciseModel (line 41) | private class CustomOptionExerciseModel : DefaultExerciseModel
      method OptionExercise (line 43) | public override IEnumerable<OrderEvent> OptionExercise(Option option...

FILE: Algorithm.CSharp/CustomOptionPriceModelRegressionAlgorithm.cs
  class CustomOptionPriceModelRegressionAlgorithm (line 29) | public class CustomOptionPriceModelRegressionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm()
    class CustomOptionPriceModel (line 78) | private class CustomOptionPriceModel : IOptionPriceModel
      method Evaluate (line 81) | public OptionPriceModelResult Evaluate(OptionPriceModelParameters pa...

FILE: Algorithm.CSharp/CustomPartialFillModelAlgorithm.cs
  class CustomPartialFillModelAlgorithm (line 31) | public class CustomPartialFillModelAlgorithm : QCAlgorithm, IRegressionA...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 49) | public override void OnData(Slice slice)
    class CustomPartialFillModel (line 67) | internal class CustomPartialFillModel : FillModel
      method CustomPartialFillModel (line 72) | public CustomPartialFillModel(QCAlgorithm algorithm)
      method MarketFill (line 79) | public override OrderEvent MarketFill(Security asset, MarketOrder or...

FILE: Algorithm.CSharp/CustomPortfolioOptimizerRegressionAlgorithm.cs
  class CustomPortfolioOptimizerRegressionAlgorithm (line 26) | public class CustomPortfolioOptimizerRegressionAlgorithm : MeanVarianceO...
    method Initialize (line 28) | public override void Initialize()
    class CustomPortfolioOptimizer (line 34) | private class CustomPortfolioOptimizer : IPortfolioOptimizer
      method Optimize (line 36) | public double[] Optimize(double[,] historicalReturns, double[] expec...

FILE: Algorithm.CSharp/CustomSecurityDataFilterRegressionAlgorithm.cs
  class CustomSecurityDataFilterRegressionAlgorithm (line 29) | public class CustomSecurityDataFilterRegressionAlgorithm : QCAlgorithm, ...
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 44) | public override void OnData(Slice slice)
    class CustomDataFilter (line 54) | private class CustomDataFilter : ISecurityDataFilter
      method Filter (line 56) | public bool Filter(Security vehicle, BaseData data)

FILE: Algorithm.CSharp/CustomSecurityInitializerAlgorithm.cs
  class CustomSecurityInitializerAlgorithm (line 33) | public class CustomSecurityInitializerAlgorithm : QCAlgorithm
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)
    method CustomSeedFunction (line 56) | private BaseData CustomSeedFunction(Security security)
    class CustomSecurityInitializer (line 75) | class CustomSecurityInitializer : BrokerageModelSecurityInitializer
      method CustomSecurityInitializer (line 86) | public CustomSecurityInitializer(IBrokerageModel brokerageModel, ISe...
      method Initialize (line 96) | public override void Initialize(Security security)

FILE: Algorithm.CSharp/CustomShortableProviderRegressionAlgorithm.cs
  class CustomShortableProviderRegressionAlgorithm (line 29) | public class CustomShortableProviderRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 44) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 53) | public override void OnEndOfAlgorithm()
    class CustomSPYShortableProvider (line 77) | private class CustomSPYShortableProvider : IShortableProvider
      method FeeRate (line 79) | public decimal FeeRate(Symbol symbol, DateTime localTime) => 0.0025m;
      method RebateRate (line 81) | public decimal RebateRate(Symbol symbol, DateTime localTime) => 0.05...
      method ShortableQuantity (line 83) | public long? ShortableQuantity(Symbol symbol, DateTime localTime)

FILE: Algorithm.CSharp/CustomSignalExportDemonstrationAlgorithm.cs
  class CustomSignalExportDemonstrationAlgorithm (line 36) | public class CustomSignalExportDemonstrationAlgorithm : QCAlgorithm
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)
  class CustomSignalExport (line 73) | internal class CustomSignalExport : ISignalExportTarget
    method Send (line 78) | public bool Send(SignalExportTargetParameters parameters)
    method Dispose (line 94) | public void Dispose() => _httpClient.Dispose();

FILE: Algorithm.CSharp/CustomUniverseImmediateSelectionRegressionAlgorithm.cs
  class CustomUniverseImmediateSelectionRegressionAlgorithm (line 28) | public class CustomUniverseImmediateSelectionRegressionAlgorithm : QCAlg...
    method Initialize (line 42) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 75) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 105) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CustomUniverseSelectionModelRegressionAlgorithm.cs
  class CustomUniverseSelectionModelRegressionAlgorithm (line 29) | public class CustomUniverseSelectionModelRegressionAlgorithm : QCAlgorit...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 43) | public override void OnData(Slice slice)
    class CustomUniverseSelectionModel (line 54) | private class CustomUniverseSelectionModel : FundamentalUniverseSelect...
      method CustomUniverseSelectionModel (line 57) | public CustomUniverseSelectionModel(): base()
      method Select (line 60) | public override IEnumerable<Symbol> Select(QCAlgorithm algorithm, IE...

FILE: Algorithm.CSharp/CustomUniverseSelectionRegressionAlgorithm.cs
  class CustomUniverseSelectionRegressionAlgorithm (line 29) | public class CustomUniverseSelectionRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 54) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/CustomUniverseWithBenchmarkRegressionAlgorithm.cs
  class CustomUniverseWithBenchmarkRegressionAlgorithm (line 27) | public class CustomUniverseWithBenchmarkRegressionAlgorithm : QCAlgorith...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 78) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 154) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/CustomVolatilityModelAlgorithm.cs
  class CustomVolatilityModelAlgorithm (line 31) | public class CustomVolatilityModelAlgorithm : QCAlgorithm
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 45) | public override void OnData(Slice slice)
  class CustomVolatilityModel (line 52) | public class CustomVolatilityModel : IVolatilityModel
    method CustomVolatilityModel (line 62) | public CustomVolatilityModel(int periods)
    method Update (line 69) | public void Update(Security security, BaseData data)
    method GetHistoryRequirements (line 101) | public IEnumerable<HistoryRequest> GetHistoryRequirements(Security sec...

FILE: Algorithm.CSharp/CustomWarmUpPeriodIndicatorAlgorithm.cs
  class CustomWarmUpPeriodIndicatorAlgorithm (line 29) | public class CustomWarmUpPeriodIndicatorAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 102) | public override void OnData(Slice slice)
    class CSMANotWarmUp (line 137) | private class CSMANotWarmUp : IndicatorBase<IBaseData>
      method CSMANotWarmUp (line 141) | public CSMANotWarmUp(string name, int period)
      method ComputeNextValue (line 150) | protected override decimal ComputeNextValue(IBaseData input)
    class CSMAWithWarmUp (line 168) | private class CSMAWithWarmUp : CSMANotWarmUp, IIndicatorWarmUpPeriodPr...
      method CSMAWithWarmUp (line 170) | public CSMAWithWarmUp(string name, int period)

FILE: Algorithm.CSharp/DYDXCryptoFuturesRegressionAlgorithm.cs
  class DYDXCryptoFuturesRegressionAlgorithm (line 27) | public class DYDXCryptoFuturesRegressionAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/DailyAlgorithm.cs
  class DailyAlgorithm (line 28) | public class DailyAlgorithm : QCAlgorithm
    method Initialize (line 39) | public override void Initialize()
    method OnData (line 59) | public void OnData(TradeBars data)

FILE: Algorithm.CSharp/DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs
  class DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm (line 22) | public class DailyConsolidationExtendedMarketHoursWarningRegressionAlgor...
    method Initialize (line 31) | public override void Initialize()
    method OnNormalMarketHours (line 49) | private void OnNormalMarketHours(TradeBar dailyBar)
    method OnExtendedMarketHours (line 54) | private void OnExtendedMarketHours(TradeBar dailyBar)
    method OnEndOfAlgorithm (line 63) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DailyHistoryForDailyResolutionRegressionAlgorithm.cs
  class DailyHistoryForDailyResolutionRegressionAlgorithm (line 29) | public class DailyHistoryForDailyResolutionRegressionAlgorithm : QCAlgor...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 51) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
  class DailyHistoryForMinuteResolutionRegressionAlgorithm (line 28) | public class DailyHistoryForMinuteResolutionRegressionAlgorithm : QCAlgo...
    method Initialize (line 40) | public override void Initialize()
    method MakeHistoryCall (line 52) | private void MakeHistoryCall()
    method OnEndOfAlgorithm (line 79) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm.cs
  class DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm (line 27) | public class DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegr...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 48) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 58) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm.cs
  class DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm (line 22) | public class DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesR...

FILE: Algorithm.CSharp/DailyResolutionSplitRegressionAlgorithm.cs
  class DailyResolutionSplitRegressionAlgorithm (line 28) | public class DailyResolutionSplitRegressionAlgorithm : QCAlgorithm, IReg...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 40) | public override void OnData(Slice slice)
    method OnOrderEvent (line 68) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm.cs
  class DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm (line 24) | public class DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm : ...
    method SetupFirstIndicatorUpdatedHandler (line 29) | protected override void SetupFirstIndicatorUpdatedHandler()
    method OnEndOfAlgorithm (line 55) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanRegressionAlgorithm.cs
  class DailyResolutionVsTimeSpanRegressionAlgorithm (line 28) | public class DailyResolutionVsTimeSpanRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 35) | public override void Initialize()
    method InitializeBaseSettings (line 66) | protected virtual void InitializeBaseSettings()
    method SetupFirstIndicatorUpdatedHandler (line 77) | protected virtual void SetupFirstIndicatorUpdatedHandler()
    method SetupSecondIndicatorUpdatedHandler (line 113) | protected virtual void SetupSecondIndicatorUpdatedHandler()
    method OnEndOfAlgorithm (line 139) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm.cs
  class DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm (line 20) | public class DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm : DailyR...
    method InitializeBaseSettings (line 22) | protected override void InitializeBaseSettings()

FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanWithSecondEquityAlgorithm.cs
  class DailyResolutionVsTimeSpanWithSecondEquityAlgorithm (line 20) | public class DailyResolutionVsTimeSpanWithSecondEquityAlgorithm : DailyR...
    method InitializeBaseSettings (line 22) | protected override void InitializeBaseSettings()

FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm.cs
  class DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm (line 19) | public class DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm ...
    method InitializeBaseSettings (line 21) | protected override void InitializeBaseSettings()

FILE: Algorithm.CSharp/DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
  class DailyStrictEndTimeConsolidatorsRegressionAlgorithm (line 26) | public class DailyStrictEndTimeConsolidatorsRegressionAlgorithm : QCAlgo...
    method Initialize (line 34) | public override void Initialize()
    method AssertResolutionBasedDailyBars (line 49) | protected virtual void AssertResolutionBasedDailyBars(TradeBar bar)
    method AssertTimeSpanBasedDailyBars (line 56) | protected virtual void AssertTimeSpanBasedDailyBars(TradeBar bar)
    method AssertDailyBar (line 74) | private void AssertDailyBar(TradeBar bar)
    method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
  class DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm (line 21) | public class DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm ...
    method Initialize (line 26) | public override void Initialize()

FILE: Algorithm.CSharp/DataConsolidationAlgorithm.cs
  class DataConsolidationAlgorithm (line 39) | public class DataConsolidationAlgorithm : QCAlgorithm
    method Initialize (line 50) | public override void Initialize()
    method OnData (line 128) | public override void OnData(Slice slice)
    method OnEndOfDay (line 137) | public override void OnEndOfDay(string symbol)
    method ThirtyMinuteBarHandler (line 149) | private void ThirtyMinuteBarHandler(object sender, TradeBar consolidated)
    method ThreeDayBarConsolidatedHandler (line 169) | private void ThreeDayBarConsolidatedHandler(object sender, TradeBar co...
    method HourBarHandler (line 178) | private void HourBarHandler(TradeBar consolidated)
    method FortyFiveMinuteBarHandler (line 187) | private void FortyFiveMinuteBarHandler(TradeBar consolidated)
    method DailyEurUsdBarHandler (line 193) | private void DailyEurUsdBarHandler(QuoteBar consolidated)
    method CalendarTradeBarHandler (line 198) | private void CalendarTradeBarHandler(TradeBar tradeBar)
    method CalendarQuoteBarHandler (line 203) | private void CalendarQuoteBarHandler(QuoteBar quoteBar)
    method OnEndOfAlgorithm (line 208) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DaylightSavingTimeHistoryRegressionAlgorithm.cs
  class DaylightSavingTimeHistoryRegressionAlgorithm (line 28) | public class DaylightSavingTimeHistoryRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 38) | public override void Initialize()

FILE: Algorithm.CSharp/DefaultFutureChainRegressionAlgorithm.cs
  class DefaultFutureChainRegressionAlgorithm (line 29) | public class DefaultFutureChainRegressionAlgorithm : QCAlgorithm, IRegre...
    method Initialize (line 34) | public override void Initialize()
    method OnSecuritiesChanged (line 42) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/DefaultMarginComboOrderRegressionAlgorithm.cs
  class DefaultMarginComboOrderRegressionAlgorithm (line 25) | public class DefaultMarginComboOrderRegressionAlgorithm : NullMarginComb...
    method OverrideMarginModels (line 27) | protected override void OverrideMarginModels()
    method AssertState (line 32) | protected override void AssertState(OrderTicket ticket, int expectedGr...

FILE: Algorithm.CSharp/DefaultMarginMultipleOrdersRegressionAlgorithm.cs
  class DefaultMarginMultipleOrdersRegressionAlgorithm (line 25) | public class DefaultMarginMultipleOrdersRegressionAlgorithm : NullMargin...
    method OverrideMarginModels (line 27) | protected override void OverrideMarginModels()
    method AssertState (line 32) | protected override void AssertState(OrderTicket ticket, int expectedGr...

FILE: Algorithm.CSharp/DefaultOptionPriceModelRegressionAlgorithm.cs
  class DefaultOptionPriceModelRegressionAlgorithm (line 29) | public class DefaultOptionPriceModelRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 31) | public override void Initialize()
    method OnData (line 41) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/DefaultSchedulingSymbolRegressionAlgorithm.cs
  class DefaultSchedulingSymbolRegressionAlgorithm (line 25) | public class DefaultSchedulingSymbolRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 33) | public override void Initialize()
    method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
  class DelayedSettlementAfterManualSecurityRemovalAlgorithm (line 28) | public class DelayedSettlementAfterManualSecurityRemovalAlgorithm : QCAl...
    method Initialize (line 32) | public override void Initialize()
    method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DelistedFutureLiquidateDailyRegressionAlgorithm.cs
  class DelistedFutureLiquidateDailyRegressionAlgorithm (line 24) | public class DelistedFutureLiquidateDailyRegressionAlgorithm : DelistedF...

FILE: Algorithm.CSharp/DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm.cs
  class DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm (line 32) | public class DelistedFutureLiquidateFromChainAndContinuousMidnightExpiry...

FILE: Algorithm.CSharp/DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
  class DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm (line 36) | public class DelistedFutureLiquidateFromChainAndContinuousRegressionAlgo...
    method Initialize (line 47) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 77) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 101) | public override void OnEndOfAlgorithm()
    method OnOrderEvent (line 131) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs
  class DelistedFutureLiquidateRegressionAlgorithm (line 31) | public class DelistedFutureLiquidateRegressionAlgorithm : QCAlgorithm, I...
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 53) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 70) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 78) | public override void OnEndOfAlgorithm()
    method OnOrderEvent (line 92) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/DelistedIndexOptionDivestedRegression.cs
  class DelistedIndexOptionDivestedRegression (line 25) | public class DelistedIndexOptionDivestedRegression : QCAlgorithm, IRegre...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 45) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 97) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DelistingEventsAlgorithm.cs
  class DelistingEventsAlgorithm (line 32) | public class DelistingEventsAlgorithm : QCAlgorithm, IRegressionAlgorith...
    method Initialize (line 42) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method OnOrderEvent (line 107) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnSecuritiesChanged (line 112) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 123) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DelistingFutureOptionDailyRegressionAlgorithm.cs
  class DelistingFutureOptionDailyRegressionAlgorithm (line 24) | public class DelistingFutureOptionDailyRegressionAlgorithm : DelistingFu...

FILE: Algorithm.CSharp/DelistingFutureOptionRegressionAlgorithm.cs
  class DelistingFutureOptionRegressionAlgorithm (line 27) | public class DelistingFutureOptionRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 33) | public override void Initialize()
    method OnData (line 50) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 83) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DescendingCustomDataObjectStoreRegressionAlgorithm.cs
  class DescendingCustomDataObjectStoreRegressionAlgorithm (line 30) | public class DescendingCustomDataObjectStoreRegressionAlgorithm : QCAlgo...
    method Initialize (line 61) | public override void Initialize()
    method OnData (line 78) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm()
  class SortCustomData (line 176) | public class SortCustomData : BaseData
    method GetSource (line 185) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi...
    method Reader (line 194) | public override BaseData Reader(SubscriptionDataConfig config, string ...

FILE: Algorithm.CSharp/DisplacedMovingAverageRibbon.cs
  class DisplacedMovingAverageRibbon (line 32) | public class DisplacedMovingAverageRibbon : QCAlgorithm, IRegressionAlgo...
    method Initialize (line 45) | public override void Initialize()
    method OnData (line 80) | public override void OnData(Slice slice)
    method IsAscending (line 117) | private bool IsAscending(IEnumerable<decimal> values)
    method IsDescending (line 140) | private bool IsDescending(IEnumerable<decimal> values)

FILE: Algorithm.CSharp/DividendAlgorithm.cs
  class DividendAlgorithm (line 29) | public class DividendAlgorithm : QCAlgorithm
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 53) | public void OnData(TradeBars data)
    method OnData (line 69) | public void OnData(Dividends data) // update this to Dividends dictionary
    method OnData (line 82) | public void OnData(Splits data)
    method OnOrderEvent (line 93) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/DividendRegressionAlgorithm.cs
  class DividendRegressionAlgorithm (line 31) | public class DividendRegressionAlgorithm : QCAlgorithm, IRegressionAlgor...
    method Initialize (line 39) | public override void Initialize()
    method OnData (line 53) | public override void OnData(Slice slice)
    method OnDividends (line 63) | public override void OnDividends(Dividends dividends) // update this t...
    method OnEndOfAlgorithm (line 74) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DropboxBaseDataUniverseSelectionAlgorithm.cs
  class DropboxBaseDataUniverseSelectionAlgorithm (line 33) | public class DropboxBaseDataUniverseSelectionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 90) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 113) | public override void OnSecuritiesChanged(SecurityChanges changes)
    class StockDataSource (line 122) | class StockDataSource : BaseDataCollection
      method StockDataSource (line 135) | public StockDataSource()
      method GetSource (line 148) | public override SubscriptionDataSource GetSource(SubscriptionDataCon...
      method Reader (line 163) | public override BaseData Reader(SubscriptionDataConfig config, strin...

FILE: Algorithm.CSharp/DropboxUniverseSelectionAlgorithm.cs
  class DropboxUniverseSelectionAlgorithm (line 34) | public class DropboxUniverseSelectionAlgorithm : QCAlgorithm, IRegressio...
    method Initialize (line 47) | public override void Initialize()
    method OnData (line 121) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 143) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/DuplicateOptionAssignmentRegressionAlgorithm.cs
  class DuplicateOptionAssignmentRegressionAlgorithm (line 30) | public class DuplicateOptionAssignmentRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 42) | public override void Initialize()
    method OnData (line 55) | public override void OnData(Slice slice)
    method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnDelistings (line 126) | public override void OnDelistings(Delistings delistings)
    method OnEndOfAlgorithm (line 153) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
  class DuplicateSecurityWithBenchmarkRegressionAlgorithm (line 29) | public class DuplicateSecurityWithBenchmarkRegressionAlgorithm : QCAlgor...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 57) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 65) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
  class DuplicatedIndexOptionSubscriptionRegressionAlgorithm (line 30) | public class DuplicatedIndexOptionSubscriptionRegressionAlgorithm : QCAl...
    method Initialize (line 32) | public override void Initialize()

FILE: Algorithm.CSharp/DynamicSecurityDataRegressionAlgorithm.cs
  class DynamicSecurityDataRegressionAlgorithm (line 31) | public class DynamicSecurityDataRegressionAlgorithm : QCAlgorithm, IRegr...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 65) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/ETFConstituentsFrameworkAlgorithm.cs
  class ETFConstituentsFrameworkAlgorithm (line 30) | public class ETFConstituentsFrameworkAlgorithm : QCAlgorithm, IRegressio...
    method Initialize (line 32) | public override void Initialize()
    method ETFConstituentsFilter (line 47) | private protected IEnumerable<Symbol> ETFConstituentsFilter(IEnumerabl...

FILE: Algorithm.CSharp/ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
  class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm (line 23) | public class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorith...
    method Initialize (line 25) | public override void Initialize()

FILE: Algorithm.CSharp/ETFGlobalRotationAlgorithm.cs
  class EtfGlobalRotationAlgorithm (line 31) | public class EtfGlobalRotationAlgorithm : QCAlgorithm
    method Initialize (line 61) | public override void Initialize()
    method OnData (line 87) | public override void OnData(Slice slice)
  class SymbolData (line 139) | class SymbolData

FILE: Algorithm.CSharp/EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
  class EmaCrossAlphaModelFrameworkRegressionAlgorithm (line 24) | public class EmaCrossAlphaModelFrameworkRegressionAlgorithm : BaseFramew...
    method Initialize (line 26) | public override void Initialize()
    method OnEndOfAlgorithm (line 32) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/EmaCrossFuturesFrontMonthAlgorithm.cs
  class EmaCrossFuturesFrontMonthAlgorithm (line 32) | public class EmaCrossFuturesFrontMonthAlgorithm : QCAlgorithm
    method Initialize (line 40) | public override void Initialize()
    method OnData (line 63) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 85) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method PlotEma (line 116) | private void PlotEma()

FILE: Algorithm.CSharp/EmaCrossUniverseSelectionAlgorithm.cs
  class EmaCrossUniverseSelectionAlgorithm (line 34) | public class EmaCrossUniverseSelectionAlgorithm : QCAlgorithm
    class SelectionData (line 47) | private class SelectionData
      method SelectionData (line 52) | public SelectionData()
      method Update (line 65) | public bool Update(DateTime time, decimal value)
    method Initialize (line 74) | public override void Initialize()
    method OnData (line 103) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 127) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/EmaCrossUniverseSelectionFrameworkAlgorithm.cs
  class EmaCrossUniverseSelectionFrameworkAlgorithm (line 26) | public class EmaCrossUniverseSelectionFrameworkAlgorithm : QCAlgorithm
    method Initialize (line 28) | public override void Initialize()

FILE: Algorithm.CSharp/EmitInsightCryptoCashAccountType.cs
  class EmitInsightCryptoCashAccountType (line 28) | public class EmitInsightCryptoCashAccountType : QCAlgorithm, IRegression...
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 50) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/EmitInsightNoAlphaModelAlgorithm.cs
  class EmitInsightNoAlphaModelAlgorithm (line 35) | public class EmitInsightNoAlphaModelAlgorithm : QCAlgorithm, IRegression...
    method Initialize (line 42) | public override void Initialize()
    method OnData (line 64) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 94) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/EmitInsightsAlgorithm.cs
  class EmitInsightsAlgorithm (line 33) | public class EmitInsightsAlgorithm : QCAlgorithm, IRegressionAlgorithmDe...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
  class EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm (line 31) | public class EqualWeightingPortfolioConstructionModelFutureRegressionAlg...
    method Initialize (line 35) | public override void Initialize()
    method SelectFutureChainSymbols (line 51) | private static IEnumerable<Symbol> SelectFutureChainSymbols(DateTime u...
    class FrontMonthFutureUniverseSelectionModel (line 64) | class FrontMonthFutureUniverseSelectionModel : FutureUniverseSelection...
      method FrontMonthFutureUniverseSelectionModel (line 66) | public FrontMonthFutureUniverseSelectionModel(Func<DateTime, IEnumer...
      method Filter (line 74) | protected override FutureFilterUniverse Filter(FutureFilterUniverse ...
    class ConstantFutureContractAlphaModel (line 85) | class ConstantFutureContractAlphaModel : ConstantAlphaModel
      method ConstantFutureContractAlphaModel (line 87) | public ConstantFutureContractAlphaModel(InsightType type, InsightDir...
      method ShouldEmitInsight (line 92) | protected override bool ShouldEmitInsight(DateTime utcTime, Symbol s...
    method OnOrderEvent (line 104) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/EquityMarginCallAlgorithm.cs
  class EquityMarginCallAlgorithm (line 28) | public class EquityMarginCallAlgorithm : QCAlgorithm, IRegressionAlgorit...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)
    method OnMarginCall (line 55) | public override void OnMarginCall(List<SubmitOrderRequest> requests)
    method OnMarginCallWarning (line 71) | public override void OnMarginCallWarning()
    method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/EquityOptionsUniverseSettingsRegressionAlgorithm.cs
  class EquityOptionsUniverseSettingsRegressionAlgorithm (line 30) | public class EquityOptionsUniverseSettingsRegressionAlgorithm : QCAlgori...
    method Initialize (line 37) | public override void Initialize()
    method AddSecurity (line 50) | protected virtual SecurityType[] AddSecurity()
    method OnSecuritiesChanged (line 59) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 85) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/EquitySplitHoldingsDailyRegressionAlgorithm.cs
  class EquitySplitHoldingsDailyRegressionAlgorithm (line 24) | public class EquitySplitHoldingsDailyRegressionAlgorithm : EquitySplitHo...

FILE: Algorithm.CSharp/EquitySplitHoldingsHourRegressionAlgorithm.cs
  class EquitySplitHoldingsHourRegressionAlgorithm (line 24) | public class EquitySplitHoldingsHourRegressionAlgorithm : EquitySplitHol...

FILE: Algorithm.CSharp/EquitySplitHoldingsMinuteRegressionAlgorithm.cs
  class EquitySplitHoldingsMinuteRegressionAlgorithm (line 28) | public class EquitySplitHoldingsMinuteRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 47) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method AssertFactorChange (line 108) | private static void AssertFactorChange(string messagePrefix, decimal p...
    method OnEndOfAlgorithm (line 117) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
  class EquityTickQuoteAdjustedModeRegressionAlgorithm (line 26) | public class EquityTickQuoteAdjustedModeRegressionAlgorithm : QCAlgorith...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 41) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/EquityTradeAndQuotesRegressionAlgorithm.cs
  class EquityTradeAndQuotesRegressionAlgorithm (line 33) | public class EquityTradeAndQuotesRegressionAlgorithm : QCAlgorithm, IReg...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 81) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 98) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnOrderEvent (line 122) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 136) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
  class EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm (line 31) | public class EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgor...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 56) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 114) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ExecutionModelOrderEventsRegressionAlgorithm.cs
  class ExecutionModelOrderEventsRegressionAlgorithm (line 33) | public class ExecutionModelOrderEventsRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 38) | public override void Initialize()
    method OnOrderEvent (line 55) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm()
    class CustomImmediateExecutionModel (line 81) | private class CustomImmediateExecutionModel : ExecutionModel
      method Execute (line 89) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget...
      method OnOrderEvent (line 114) | public override void OnOrderEvent(QCAlgorithm algorithm, OrderEvent ...

FILE: Algorithm.CSharp/ExpiryHelperAlphaModelFrameworkAlgorithm.cs
  class ExpiryHelperAlphaModelFrameworkAlgorithm (line 30) | public class ExpiryHelperAlphaModelFrameworkAlgorithm : QCAlgorithm
    method Initialize (line 35) | public override void Initialize()
    class ExpiryHelperAlphaModel (line 64) | private class ExpiryHelperAlphaModel : AlphaModel
      method Update (line 69) | public override IEnumerable<Insight> Update(QCAlgorithm algorithm, S...

FILE: Algorithm.CSharp/ExtendedMarketHoursHistoryRegressionAlgorithm.cs
  class ExtendedMarketHoursHistoryRegressionAlgorithm (line 27) | public class ExtendedMarketHoursHistoryRegressionAlgorithm : QCAlgorithm...
    method Initialize (line 36) | public override void Initialize()
    method RunHistoryCall (line 47) | private void RunHistoryCall()
    method OnData (line 89) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 97) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ExtendedMarketTradingRegressionAlgorithm.cs
  class ExtendedMarketTradingRegressionAlgorithm (line 31) | public class ExtendedMarketTradingRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 39) | public override void Initialize()
    method OnData (line 51) | public override void OnData(Slice slice)
    method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent)
    method InMarketHours (line 82) | public bool InMarketHours()

FILE: Algorithm.CSharp/FeeModelNotUsingAccountCurrency.cs
  class FeeModelNotUsingAccountCurrency (line 30) | public class FeeModelNotUsingAccountCurrency : QCAlgorithm, IRegressionA...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 69) | public override void OnData(Slice slice)
    method OnOrderEvent (line 83) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 90) | public override void OnEndOfAlgorithm()
    class NonAccountCurrencyCustomFeeModel (line 134) | internal class NonAccountCurrencyCustomFeeModel : FeeModel
      method GetOrderFee (line 136) | public override OrderFee GetOrderFee(OrderFeeParameters parameters)

FILE: Algorithm.CSharp/FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
  class FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm (line 29) | public class FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm : QCA...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FillForwardFromWarmUpRegressionAlgorithm.cs
  class FillForwardFromWarmUpRegressionAlgorithm (line 26) | public class FillForwardFromWarmUpRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 31) | public override void Initialize()
    method OnData (line 45) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
  class FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm (line 26) | public class FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm :...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 51) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 73) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
  class FillForwardStrictEndTimeDailyRegressionAlgorithm (line 21) | public class FillForwardStrictEndTimeDailyRegressionAlgorithm : FillForw...

FILE: Algorithm.CSharp/FillForwardStrictEndTimeHourRegressionAlgorithm.cs
  class FillForwardStrictEndTimeHourRegressionAlgorithm (line 29) | public class FillForwardStrictEndTimeHourRegressionAlgorithm : QCAlgorit...
    method Initialize (line 41) | public override void Initialize()
    method OnData (line 55) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 66) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
  class FillForwardStrictEndTimeMinuteRegressionAlgorithm (line 21) | public class FillForwardStrictEndTimeMinuteRegressionAlgorithm : FillFor...

FILE: Algorithm.CSharp/FillForwardUntilExpiryRegressionAlgorithm.cs
  class FillForwardUntilExpiryRegressionAlgorithm (line 32) | public class FillForwardUntilExpiryRegressionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 46) | public override void Initialize()
    method OnData (line 59) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 84) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FillOutsideHoursDailyResolutionAlgorithm.cs
  class FillOutsideHoursDailyResolutionAlgorithm (line 27) | public class FillOutsideHoursDailyResolutionAlgorithm : FillOutsideHours...

FILE: Algorithm.CSharp/FillOutsideHoursHourResolutionAlgorithm.cs
  class FillOutsideHoursHourResolutionAlgorithm (line 27) | public class FillOutsideHoursHourResolutionAlgorithm : FillOutsideHoursM...

FILE: Algorithm.CSharp/FillOutsideHoursMinuteResolutionAlgorithm.cs
  class FillOutsideHoursMinuteResolutionAlgorithm (line 30) | public class FillOutsideHoursMinuteResolutionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 34) | public override void Initialize()

FILE: Algorithm.CSharp/FillOutsideHoursSecondResolutionAlgorithm.cs
  class FillOutsideHoursSecondResolutionAlgorithm (line 27) | public class FillOutsideHoursSecondResolutionAlgorithm : FillOutsideHour...

FILE: Algorithm.CSharp/FillOutsideHoursTickResolutionAlgorithm.cs
  class FillOutsideHoursTickResolutionAlgorithm (line 27) | public class FillOutsideHoursTickResolutionAlgorithm : FillOutsideHoursM...

FILE: Algorithm.CSharp/FilteredIdentityAlgorithm.cs
  class FilteredIdentityAlgorithm (line 28) | public class FilteredIdentityAlgorithm : QCAlgorithm
    method Initialize (line 36) | public override void Initialize()
    method Filter (line 54) | private bool Filter(IBaseData data)
    method OnData (line 69) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FinancialAdvisorDemoAlgorithm.cs
  class FinancialAdvisorDemoAlgorithm (line 28) | public class FinancialAdvisorDemoAlgorithm : QCAlgorithm
    method Initialize (line 35) | public override void Initialize()
    method OnData (line 74) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FineFundamentalFilteredUniverseRegressionAlgorithm.cs
  class FineFundamentalFilteredUniverseRegressionAlgorithm (line 29) | public class FineFundamentalFilteredUniverseRegressionAlgorithm : QCAlgo...
    method Initialize (line 34) | public override void Initialize()
    method FineSelectionFunction (line 51) | private IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFund...
    method OnData (line 61) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
  class ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm (line 28) | public class ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm ...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 53) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 99) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
  class ForexInternalFeedOnDataSameResolutionRegressionAlgorithm (line 28) | public class ForexInternalFeedOnDataSameResolutionRegressionAlgorithm : ...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 53) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 99) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ForexMultiResolutionRegressionAlgorithm.cs
  class ForexMultiResolutionRegressionAlgorithm (line 27) | public class ForexMultiResolutionRegressionAlgorithm : QCAlgorithm, IReg...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 50) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/ForwardDataOnlyFillModelAlgorithm.cs
  class ForwardDataOnlyFillModelAlgorithm (line 29) | public class ForwardDataOnlyFillModelAlgorithm : QCAlgorithm, IRegressio...
    method Initialize (line 31) | public override void Initialize()
    method Trade (line 42) | public void Trade()
    method OnOrderEvent (line 59) | public override void OnOrderEvent(OrderEvent orderEvent)
    class ForwardDataOnlyFillModel (line 68) | public class ForwardDataOnlyFillModel : EquityFillModel
      method Fill (line 70) | public override Fill Fill(FillModelParameters parameters)

FILE: Algorithm.CSharp/FractionalQuantityRegressionAlgorithm.cs
  class FractionalQuantityRegressionAlgorithm (line 29) | public class FractionalQuantityRegressionAlgorithm : QCAlgorithm, IRegre...
    method Initialize (line 34) | public override void Initialize()
    method DataConsolidated (line 56) | private void DataConsolidated(object sender, TradeBar e)

FILE: Algorithm.CSharp/FreePortfolioValueFixedRegressionAlgorithm.cs
  class FreePortfolioValueFixedRegressionAlgorithm (line 25) | public class FreePortfolioValueFixedRegressionAlgorithm : FreePortfolioV...
    method Initialize (line 30) | public override void Initialize()
    method OnEndOfAlgorithm (line 37) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FreePortfolioValueRegressionAlgorithm.cs
  class FreePortfolioValueRegressionAlgorithm (line 30) | public class FreePortfolioValueRegressionAlgorithm : QCAlgorithm, IRegre...
    method Initialize (line 35) | public override void Initialize()
    method OnEndOfAlgorithm (line 54) | public override void OnEndOfAlgorithm()
    method OnOrderEvent (line 63) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
  class FuncRiskFreeRateInterestRateModelWithPythonLambda (line 26) | public class FuncRiskFreeRateInterestRateModelWithPythonLambda: QCAlgori...
    method Initialize (line 30) | public override void Initialize()
    method OnData (line 39) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FundamentalCustomSelectionTimeRegressionAlgorithm.cs
  class FundamentalCustomSelectionTimeRegressionAlgorithm (line 28) | public class FundamentalCustomSelectionTimeRegressionAlgorithm : QCAlgor...
    method Initialize (line 38) | public override void Initialize()
    method SelectionFunction_SpecificDate (line 57) | public IEnumerable<Symbol> SelectionFunction_SpecificDate(IEnumerable<...
    method SelectionFunction_MonthStart (line 67) | public IEnumerable<Symbol> SelectionFunction_MonthStart(IEnumerable<Fu...
    method SelectionFunction_MonthEnd (line 84) | public IEnumerable<Symbol> SelectionFunction_MonthEnd(IEnumerable<Coar...
    method OnData (line 105) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 114) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
  class FundamentalCustomSelectionTimeWarmupRegressionAlgorithm (line 28) | public class FundamentalCustomSelectionTimeWarmupRegressionAlgorithm : Q...
    method Initialize (line 38) | public override void Initialize()
    method SelectionFunction_SpecificDate (line 57) | public IEnumerable<Symbol> SelectionFunction_SpecificDate(IEnumerable<...
    method SelectionFunction_MonthStart (line 74) | public IEnumerable<Symbol> SelectionFunction_MonthStart(IEnumerable<Fu...
    method OnData (line 95) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 104) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FundamentalRegressionAlgorithm.cs
  class FundamentalRegressionAlgorithm (line 30) | public class FundamentalRegressionAlgorithm : QCAlgorithm, IRegressionAl...
    method Initialize (line 37) | public override void Initialize()
    method AssertFundamentalUniverseData (line 101) | private void AssertFundamentalUniverseData()
    method AssertFundamentalEnumerator (line 127) | private void AssertFundamentalEnumerator(IEnumerable<BaseData> enumera...
    method FundamentalSelectionFunction (line 142) | public IEnumerable<Symbol> FundamentalSelectionFunction(IEnumerable<Fu...
    method OnData (line 183) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 207) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/FundamentalUniverseSelectionRegressionAlgorithm.cs
  class FundamentalUniverseSelectionRegressionAlgorithm (line 28) | public class FundamentalUniverseSelectionRegressionAlgorithm : Fundament...
    method Initialize (line 34) | public override void Initialize()
    class FundamentalUniverseSelectionModelTest (line 47) | private class FundamentalUniverseSelectionModelTest : FundamentalUnive...
      method Select (line 49) | public override IEnumerable<Symbol> Select(QCAlgorithm algorithm, IE...
    method OnData (line 67) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 91) | public override void OnSecuritiesChanged(SecurityChanges changes)

FILE: Algorithm.CSharp/FutureChainInternalSubscriptionsRegressionAlgorithm.cs
  class FutureChainInternalSubscriptionsRegressionAlgorithm (line 29) | public class FutureChainInternalSubscriptionsRegressionAlgorithm : QCAlg...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
  class FutureContractsExtendedMarketHoursRegressionAlgorithm (line 29) | public class FutureContractsExtendedMarketHoursRegressionAlgorithm : QCA...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 50) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureMarketOpenAndCloseRegressionAlgorithm.cs
  class FutureMarketOpenAndCloseRegressionAlgorithm (line 26) | public class FutureMarketOpenAndCloseRegressionAlgorithm : QCAlgorithm, ...
    method Initialize (line 50) | public override void Initialize()
    method EveryDayBeforeMarketClose (line 68) | public void EveryDayBeforeMarketClose()
    method EveryDayAfterMarketOpen (line 77) | public void EveryDayAfterMarketOpen()
    method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
  class FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm (line 24) | public class FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorit...

FILE: Algorithm.CSharp/FutureMarketOpenConsolidatorRegressionAlgorithm.cs
  class FutureMarketOpenConsolidatorRegressionAlgorithm (line 28) | public class FutureMarketOpenConsolidatorRegressionAlgorithm : QCAlgorit...
    method Initialize (line 55) | public override void Initialize()
    method Assert (line 73) | public void Assert(BaseData bar)

FILE: Algorithm.CSharp/FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
  class FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm (line 27) | public class FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlg...

FILE: Algorithm.CSharp/FutureNoTimeInUniverseRegressionAlgorithm.cs
  class FutureNoTimeInUniverseRegressionAlgorithm (line 29) | public class FutureNoTimeInUniverseRegressionAlgorithm : QCAlgorithm, IR...
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 65) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
  class FutureOptionBuySellCallIntradayRegressionAlgorithm (line 39) | public class FutureOptionBuySellCallIntradayRegressionAlgorithm : QCAlgo...
    method Initialize (line 41) | public override void Initialize()
    method OnEndOfAlgorithm (line 94) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionCallITMExpiryRegressionAlgorithm.cs
  class FutureOptionCallITMExpiryRegressionAlgorithm (line 37) | public class FutureOptionCallITMExpiryRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 74) | public override void OnData(Slice slice)
    method OnOrderEvent (line 97) | public override void OnOrderEvent(OrderEvent orderEvent)
    method AssertFutureOptionOrderExercise (line 127) | private void AssertFutureOptionOrderExercise(OrderEvent orderEvent, Se...
    method AssertFutureOptionContractOrder (line 162) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se...
    method OnEndOfAlgorithm (line 182) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
  class FutureOptionCallITMGreeksExpiryRegressionAlgorithm (line 30) | public class FutureOptionCallITMGreeksExpiryRegressionAlgorithm : QCAlgo...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 73) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 143) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionCallOTMExpiryRegressionAlgorithm.cs
  class FutureOptionCallOTMExpiryRegressionAlgorithm (line 43) | public class FutureOptionCallOTMExpiryRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 49) | public override void Initialize()
    method OnData (line 81) | public override void OnData(Slice slice)
    method OnOrderEvent (line 104) | public override void OnOrderEvent(OrderEvent orderEvent)
    method AssertFutureOptionContractOrder (line 134) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se...
    method OnEndOfAlgorithm (line 158) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionChainFullDataRegressionAlgorithm.cs
  class FutureOptionChainFullDataRegressionAlgorithm (line 30) | public class FutureOptionChainFullDataRegressionAlgorithm : QCAlgorithm,...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 55) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FutureOptionChainsMultipleFullDataRegressionAlgorithm.cs
  class FutureOptionChainsMultipleFullDataRegressionAlgorithm (line 31) | public class FutureOptionChainsMultipleFullDataRegressionAlgorithm : QCA...
    method Initialize (line 36) | public override void Initialize()
    method GetContract (line 59) | private Symbol GetContract(OptionChains chains, Symbol underlying)
    method OnData (line 74) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FutureOptionContinuousFutureRegressionAlgorithm.cs
  class FutureOptionContinuousFutureRegressionAlgorithm (line 29) | public class FutureOptionContinuousFutureRegressionAlgorithm : QCAlgorit...
    method Initialize (line 33) | public override void Initialize()
    method SetFilter (line 44) | public virtual void SetFilter()
    method OnData (line 48) | public override void OnData(Slice slice)
    method ValidateOptionChains (line 67) | public virtual void ValidateOptionChains(Slice slice)
    method OnEndOfAlgorithm (line 75) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionDailyRegressionAlgorithm.cs
  class FutureOptionDailyRegressionAlgorithm (line 29) | public class FutureOptionDailyRegressionAlgorithm : QCAlgorithm, IRegres...
    method Initialize (line 35) | public override void Initialize()
    method ScheduleBuySell (line 67) | protected virtual void ScheduleBuySell()
    method OnData (line 82) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 95) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionHourlyRegressionAlgorithm.cs
  class FutureOptionHourlyRegressionAlgorithm (line 25) | public class FutureOptionHourlyRegressionAlgorithm : FutureOptionDailyRe...
    method ScheduleBuySell (line 29) | protected override void ScheduleBuySell()
    method OnData (line 44) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FutureOptionIndicatorsRegressionAlgorithm.cs
  class FutureOptionIndicatorsRegressionAlgorithm (line 23) | public class FutureOptionIndicatorsRegressionAlgorithm : OptionIndicator...
    method Initialize (line 27) | public override void Initialize()

FILE: Algorithm.CSharp/FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
  class FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm (line 28) | public class FutureOptionMultipleContractsInDifferentContractMonthsWithS...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 52) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm()
    method IsInRegularHours (line 83) | private bool IsInRegularHours(Symbol symbol)
    method CreateOption (line 88) | private static Symbol CreateOption(DateTime expiry, OptionRight option...

FILE: Algorithm.CSharp/FutureOptionPutITMExpiryRegressionAlgorithm.cs
  class FutureOptionPutITMExpiryRegressionAlgorithm (line 38) | public class FutureOptionPutITMExpiryRegressionAlgorithm : QCAlgorithm, ...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 75) | public override void OnData(Slice slice)
    method OnOrderEvent (line 98) | public override void OnOrderEvent(OrderEvent orderEvent)
    method AssertFutureOptionOrderExercise (line 128) | private void AssertFutureOptionOrderExercise(OrderEvent orderEvent, Se...
    method AssertFutureOptionContractOrder (line 163) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se...
    method OnEndOfAlgorithm (line 183) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionPutOTMExpiryRegressionAlgorithm.cs
  class FutureOptionPutOTMExpiryRegressionAlgorithm (line 42) | public class FutureOptionPutOTMExpiryRegressionAlgorithm : QCAlgorithm, ...
    method Initialize (line 48) | public override void Initialize()
    method OnData (line 79) | public override void OnData(Slice slice)
    method OnOrderEvent (line 102) | public override void OnOrderEvent(OrderEvent orderEvent)
    method AssertFutureOptionContractOrder (line 132) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se...
    method OnEndOfAlgorithm (line 156) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
  class FutureOptionShortCallITMExpiryRegressionAlgorithm (line 38) | public class FutureOptionShortCallITMExpiryRegressionAlgorithm : QCAlgor...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 75) | public override void OnData(Slice slice)
    method OnOrderEvent (line 98) | public override void OnOrderEvent(OrderEvent orderEvent)
    method AssertFutureOptionOrderExercise (line 128) | private void AssertFutureOptionOrderExercise(OrderEvent orderEvent, Se...
    method AssertFutureOptionContractOrder (line 151) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se...
    method OnEndOfAlgorithm (line 167) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
  class FutureOptionShortCallOTMExpiryRegressionAlgorithm (line 39) | public class FutureOptionShortCallOTMExpiryRegressionAlgorithm : QCAlgor...
    method Initialize (line 45) | public override void Initialize()
    method OnData (line 76) | public override void OnData(Slice slice)
    method OnOrderEvent (line 99) | public override void OnOrderEvent(OrderEvent orderEvent)
    method AssertFutureOptionContractOrder (line 130) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se...
    method OnEndOfAlgorithm (line 150) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
  class FutureOptionShortPutITMExpiryRegressionAlgorithm (line 38) | public class FutureOptionShortPutITMExpiryRegressionAlgorithm : QCAlgori...
    method Initialize (line 44) | public override void Initialize()
    method OnData (line 75) | public override void OnData(Slice slice)
    method OnOrderEvent (line 98) | public override void OnOrderEvent(OrderEvent orderEvent)
    method AssertFutureOptionOrderExercise (line 128) | private void AssertFutureOptionOrderExercise(OrderEvent orderEvent, Se...
    method AssertFutureOptionContractOrder (line 148) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se...
    method OnEndOfAlgorithm (line 164) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
  class FutureOptionShortPutOTMExpiryRegressionAlgorithm (line 39) | public class FutureOptionShortPutOTMExpiryRegressionAlgorithm : QCAlgori...
    method Initialize (line 45) | public override void Initialize()
    method OnData (line 76) | public override void OnData(Slice slice)
    method OnOrderEvent (line 99) | public override void OnOrderEvent(OrderEvent orderEvent)
    method AssertFutureOptionContractOrder (line 129) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se...
    method OnEndOfAlgorithm (line 149) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureOptionWithFutureFilterRegressionAlgorithm.cs
  class FutureOptionWithFutureFilterRegressionAlgorithm (line 24) | public class FutureOptionWithFutureFilterRegressionAlgorithm : FutureOpt...
    method SetFilter (line 26) | public override void SetFilter()
    method ValidateOptionChains (line 31) | public override void ValidateOptionChains(Slice slice)

FILE: Algorithm.CSharp/FutureSharingTickerRegressionAlgorithm.cs
  class FutureSharingTickerRegressionAlgorithm (line 27) | public class FutureSharingTickerRegressionAlgorithm : QCAlgorithm, IRegr...
    method Initialize (line 32) | public override void Initialize()
    method OnData (line 49) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
  class FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm (line 33) | public class FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm : Q...
    method Initialize (line 37) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)
    method OnOrderEvent (line 76) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 99) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FutureUniverseHistoryRegressionAlgorithm.cs
  class FutureUniverseHistoryRegressionAlgorithm (line 29) | public class FutureUniverseHistoryRegressionAlgorithm : QCAlgorithm, IRe...
    method Initialize (line 31) | public override void Initialize()

FILE: Algorithm.CSharp/FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm.cs
  class FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm (line 25) | public class FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm ...
    method AddSecurity (line 29) | protected override SecurityType[] AddSecurity()

FILE: Algorithm.CSharp/FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
  class FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm (line 30) | public class FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionA...
    method Initialize (line 43) | public override void Initialize()
    method OnData (line 66) | public override void OnData(Slice slice)
    method OnOrderEvent (line 130) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 152) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FuturesAutomaticSeedRegressionAlgorithm.cs
  class FuturesAutomaticSeedRegressionAlgorithm (line 26) | public class FuturesAutomaticSeedRegressionAlgorithm : AutomaticSeedBase...
    method Initialize (line 35) | public override void Initialize()
    method OnSecuritiesChanged (line 49) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 64) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FuturesChainFullDataRegressionAlgorithm.cs
  class FuturesChainFullDataRegressionAlgorithm (line 30) | public class FuturesChainFullDataRegressionAlgorithm : QCAlgorithm, IReg...
    method Initialize (line 34) | public override void Initialize()
    method OnData (line 61) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FuturesChainsMultipleFullDataRegressionAlgorithm.cs
  class FuturesChainsMultipleFullDataRegressionAlgorithm (line 31) | public class FuturesChainsMultipleFullDataRegressionAlgorithm : QCAlgori...
    method Initialize (line 36) | public override void Initialize()
    method GetContract (line 53) | private Symbol GetContract(FuturesChains chains, Symbol canonical)
    method OnData (line 67) | public override void OnData(Slice slice)

FILE: Algorithm.CSharp/FuturesDailySettlementLongRegressionAlgorithm.cs
  class FuturesDailySettlementLongRegressionAlgorithm (line 31) | public class FuturesDailySettlementLongRegressionAlgorithm : QCAlgorithm...
    method Initialize (line 58) | public override void Initialize()
    method OnData (line 75) | public override void OnData(Slice slice)
    method AssertCash (line 119) | private void AssertCash(DateTime currentTime)
    method OnOrderEvent (line 131) | public override void OnOrderEvent(OrderEvent orderEvent)
    method OnEndOfAlgorithm (line 139) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FuturesDailySettlementShortRegressionAlgorithm.cs
  class FuturesDailySettlementShortRegressionAlgorithm (line 25) | public class FuturesDailySettlementShortRegressionAlgorithm : FuturesDai...

FILE: Algorithm.CSharp/FuturesExpiredContractRegression.cs
  class FuturesExpiredContractRegression (line 29) | public class FuturesExpiredContractRegression : QCAlgorithm, IRegression...
    method Initialize (line 36) | public override void Initialize()
    method OnData (line 47) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 71) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FuturesExtendedMarketHoursRegressionAlgorithm.cs
  class FuturesExtendedMarketHoursRegressionAlgorithm (line 29) | public class FuturesExtendedMarketHoursRegressionAlgorithm : QCAlgorithm...
    method Initialize (line 38) | public override void Initialize()
    method OnData (line 50) | public override void OnData(Slice slice)
    method OnEndOfAlgorithm (line 80) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FuturesFrameworkRegressionAlgorithm.cs
  class FuturesFrameworkRegressionAlgorithm (line 35) | public class FuturesFrameworkRegressionAlgorithm : QCAlgorithm, IRegress...
    method Initialize (line 44) | public override void Initialize()
    method SelectFutureChainSymbols (line 57) | private static IEnumerable<Symbol> SelectFutureChainSymbols(DateTime u...
    method OnData (line 70) | public override void OnData(Slice slice)
    method OnSecuritiesChanged (line 86) | public override void OnSecuritiesChanged(SecurityChanges changes)
    method OnEndOfAlgorithm (line 145) | public override void OnEndOfAlgorithm()

FILE: Algorithm.CSharp/FuturesMomentumAlgorithm.cs
  class FuturesMomentumAlgorithm (line 37) | public class FuturesMomentumAlgorithm : QCAlgorithm
    method Initialize (line 50) | public override void Initialize()
    method OnData (line 68) | public override void OnData(Slice slice)
    method OnEndOfDay (line 95) | public override void OnEndOfDay(Symbol symbol)
    method OnOrderEvent (line 100) | public override void OnOrderEvent(OrderEvent orderEvent)

FILE: Algorithm.CSharp/FuzzyInferenceAlgorithm.cs
  class FuzzyInferenceAlgorithm (line 30) | public class FuzzyInferenceAlgorithm : QCAlgorithm
    method Initialize (line 51) | public override void Initialize()
    method OnData (line 64) | public void OnData(TradeBars data)
  class FuzzyEngine (line 101) | public class FuzzyEngine
    method FuzzyEngine (line 105) | public FuzzyEngine()
    method DoInference (line 164) | public double DoInference(float mom, float rsi)

FILE: Algorithm.CSharp/G10CurrencySelectionModelFrameworkAlgorithm.cs
  class G10CurrencySelectionModelFrameworkAlgorithm (line 32) | public class G10CurrencySelectionModelFrameworkAlgorithm : QCAlgorithm
    

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// ... and 4730 more files (download for full content)